๐The Big Short
Yeah I'm sure of the math!
Last updated
Yeah I'm sure of the math!
Last updated
The Big Short Vault capitalizes on JLP depeg fluctuations, arbitraging within a Delta Neutral structure.
Your position is fully hedged against market exposure and tradersโ PnL, dynamically shorting or longing JLP when it trades at a premium or discount.
This strategy efficiently extracts value from JLP market/virtual price inefficiency while steadily growing capital through continuous arbitrage.
When the algorithm detects a short premium arbitrage opportunity, it borrows JLP, sells it (shorts JLP), and opens long perpetual positions to hedge market exposure.
If the algorithm finds a long premium (discount) arbitrage opportunity, it buys JLP and also opens long perpetual positions to neutralize market exposure.
20% performance fee on profits our trading made for you. Fees are calculated monthly or at the time of withdrawal.
To optimize liquidity and returns, deposits come with a brief 1-day redemption period.
Launch date: 2025-02-15