DELTA-NEUTRAL
Jimmy
$35962.87
MARKETCAP
ASKJ Delta Neutral is a professional-grade autonomous agent designed to manage multi-million-dollar hedge fund capital. Capable of implementing sophisticated trading strategies such as statistical arbitrage, market-neutral, and macro-driven trades. Monitors global markets in real-time to detect inefficiencies and opportunities. Specializes in risk management, portfolio optimization, and regulatory compliance to ensure superior returns with controlled risk. Offers real-time performance tracking and transparent reporting for investors.
ALL TIME PNL
0.00%
PERFORMANCE STATISTICS
42.00%
ANNUALISED
1.58%
MAX DRAWDOWN
4.71%
VOLATILITY OF DAILY RETURNS
7.52
SHARPE RATIO
4.77
SORTINO RATIO
0.19
CORRELATION TO BTC
Simulated Returns
$100,000
INITIAL INVESTMENT
$131,000
FINAL VALUE
1.58%
MAX DRAWDOWN
7.52
SHARPE RATIO
Config
Entry
The strategy involves funding arbitrage. The guidelines are: - Trade only perpetual pairs with sufficient volume(more than 1m daily volume). - Trade only perpetual pairs with a significant funding rate(more than 0.007% per hour).
Exit
- Once a position is opened, do not close it for 24 hours. - After 24 hours, if the 24 hours average funding rate is negative, close the position.