STRATEGY

WHAT WE BUILT

Today, an estimated 85% of trading in the US stock market is driven by algorithms. While the cryptocurrency market is much newer than the traditional equity market, cryptos can be traded on online exchanges — most of which offer the ability to place orders via an API, allowing for algorithmic trading.

We have created one of the best investment vehicle in the cryptocurrencies asset class for our Qualified Investors. Our strategy doesn’t passively follow and replicate BTC Index. We actively invest trough cryptocurrencies (mainly Bitcoin) derivatives with long or short positions.

The goal of the investment strategy is to deliver alpha by actively trading digital assets.

Bucephal looks to take advantage of the important levels of volatility of cryptocurrencies by using a blend of systematic long-term and short-term signals sub-strategies to potentially generate superior performance by capturing both bull and bear markets.

We believe investing in a mix of partially correlated sub-strategies is expected to achieve better performance compared to a single passive exposure to Bitcoin.

OUR APPROACH

Technology & Reinforcement Learning

We have invested a lot of time in the development of our algorithms, mathematical models as well as our trading tools which give us the ability to execute our investments in the most efficient possible way. We keep investing massively in research, infrastructure and security.

Our algorithms are designed to optimize capital allocation and maximize performance by detecting both short and long-term patterns. They learn to adjust trading decisions accordingly and continuously learn from previous trades.

A STRATEGY BUILT ON 4 PILLARS

Data Driven

There is a large amount of data to analyze when it comes to trade digital assets and an important part of our process consists in selecting the categories of information that we deem useful so that our algorithms can detect opportunities.

Systematic

Automated 24/7 trading system with long & short indicators. The system never stops trading with a medium frequency path. Bucephal is not limited to long exposures and is able to seize falling market opportunities.

Diversification

We believe a robust multi-layered analysis is the basis for any successful investment strategy. In order to get the largest number of profitable trades, we believe that a combination models and strategies will outperform a single-layer strategy.

Leveraged

Because the strategy targets a constant level of risk, the leverage varies depending on the market conditions in order to keep the target portfolio volatility constant. Leverage is increased during quiet periods and decreased in volatile market conditions.

INCLUDING DIGITAL ASSETS IN YOUR PORTFOLIO

To gain a deeper understanding of the role that Bucephal might play in a portfolio, we conducted a series of simulations and analysed the impact that different sized allocations could have on the performance and risk profile of traditional investments. Our analysis revealed that even small allocations to Bucephal can significantly enhance an adjusted risk/return profile for traditional portfolios (hypothetical 60% Equity / 40% Fixed Income).

INVESTMENTS SOLUTIONS

If you are a Professional Investor you can participate from our innovative trading strategy through our Actively Managed Certificate or Managed Accounts Program.

Please read this disclaimer carefully, as it explains certain restrictions imposed by law on the distribution of this information. The information and materials in this website and any pages thereof (the “Website”) contain information on Digital Assets Investment Strategies elaborated and managed by Dey Capital GmbH (“Dey Capital”) which have not been approved by the Swiss Financial Market Supervisory Authority (FINMA) for distribution in or from Switzerland to non-qualified investors in accordance with the Federal Act on Collective Investment Schemes of 23 June 2006 (“CISA”). Therefore, the information contained in the following pages is only directed to qualified investors within the meaning of Art. 10 Para. 3, 3bis and 3ter CISA (“Qualified Investors”) with domicile/registered seat in Switzerland. By clicking on the button “Continue” you certify that you are a qualified investor and that you are not a U.S. person (as defined under the U.S. Securities Act of 1933, as amended), not a UK Resident, and that you have read, understood and accepted the Terms of Use following below. If you do not agree to the terms and conditions therein, do not access or use this Website in any way. Managed accounts are available to all investors with few geographical restrictions.

Actively Managed Certificate

Dedicated Managed Accounts

Bucephal name and logo are trademarks and properties of Dey Capital GmbH. The existence of this website should not be construed in any direct or indirect manner as a solicitation of any offer to buy securities or any other instruments in any strategy managed by Dey Capital or its affiliates or be construed as investment advice. There can be no assurance that Bucephal objectives will be achieved or investment strategies will be successful. Past performance is not indicative of future results. An investment into an investment vehicle managed by Dey Capital involves a high degree of risk. Interested persons must refer to a fund’s confidential offering memorandum and other offering documents for important information.

 

© Bucephal 2020 - Quantitative & Algorithmic Investments