CRIPTONITE ASSET MANAGEMENT
Our Criptonite Tame Smart Beta's Strategy
This AMC* offers a unique "smart beta" exposure to the top cryptocurrencies, by implementing robust and tested portfolio management methods, resulting in superior risk-adjusted annualised returns and lower volatility than Bitcoin.
The strategy combines 3 models (momentum, long flexible and long/short) that rotate automatically between the 30 largest and most liquid cryptocurrencies and are complemented by an overlay strategy that goes long Bitcoin and short alternative cryptocurrencies when there is reduced market liquidity.
The two sub advisors of this strategy, Sébastien Maillard and Tristan Grué, combine +40 years of experience in quantitative portfolio management and in building smart beta strategies for hedge funds and large institutional asset managers.
*AMC (in the form of bearer debenture bonds)