Promontory Technologies is excited to announce the launch of its Promontory Alpha Fund, a quantitative, systematic, multi-strategy approach to trade liquid listed digital (“crypto”) assets. The fund is designed to be market-neutral and avoid deep drawdowns, offering both a BVI vehicle for non-US investors and a Delaware LP for US investors.

Previously during a podcast chat with Cathy Wood, certain managers stated that during the last 10 years, holding a 2% BTC and 98% cash portfolio would yield greater 4-year rolling risk-adjusted returns than just the S&P500, we did a deep dive, and find the sweet spot to be at 7% BTC and 93% cash. Whilst from a Sharpe and Sortino ratio perspective, holding 1% BTC and 99% cash is already sufficient in performing better than the S&P from a risk-adjusted angle, the actual annualised return is not practical (only 3.06%).