1.3×
Max Leverage
10%
Counterparty Cap
−1.5%
Per-Trade Cut
2σ
Auto-Deleverage
72%
7-Day Liquidity
5%
Min Stablecoin Buffer
Framework
Multi-Layer Defense System
01
3-Line Defense Model
Independent risk committee, audit oversight, and portfolio management with full segregation of duties and daily reporting.
- ▶Portfolio Management: Responsible for alpha generation within pre-defined risk parameters
- ▶Risk Committee: Independent of PM. Reviews VaR, drawdown, concentration, and liquidity daily
- ▶Compliance & Audit: External SOC2 audit annually, FATF KYC/AML programme, regulatory filings
02
Dynamic Exposure Management
Position sizes calibrated to realized volatility. Auto-deleveraging at 2σ breakout. Positions cut at -1.5% per trade.
- ▶GARCH(1,1) model updates position sizing targets every 15 minutes based on realized vol
- ▶Leverage reduced automatically when VaR exceeds 1.5% of NAV intraday
- ▶Circuit breaker: All new positions halted if portfolio drawdown exceeds 2% in a session
03
Liquidity-First Architecture
72% of AUM redeemable within 7 days. Daily turnover $80–100M. 22% stablecoin allocation for operational flexibility.
- ▶Liquidity ladder: 22% same-day, 50% within 3 days, 72% within 7 days, 100% within 30 days
- ▶No position may represent >8% of average daily volume of that asset
- ▶Stablecoin buffer maintained at minimum 5% AUM at all times
04
Multi-Custody Diversification
Assets distributed across Coinbase Custody (62.5%), Copper (25%), Matrixport (12.5%). Max 10% per counterparty.
- ▶No single custodian holds >62.5% of digital assets
- ▶MPC (Multi-Party Computation) key signing across geographically distributed holders
- ▶Insurance covers 100% of assets held in institutional custody
Regulatory Compliance
Licensed Across 4 Jurisdictions
🇦🇬
Antigua & Barbuda
FSRC — Digital Asset Business Registration
2021
🇵🇱
Poland
UKNF — Virtual Asset Service Provider
2022
🇱🇹
Lithuania
FNTT — Cryptocurrency Exchange & Custody Licence
2022
🇨🇦
Canada
FINTRAC — Money Services Business Registration
2023
✓FATF-aligned KYC/AML with Travel Rule adoption
✓SOC2 Type II Certified Architecture
✓2025 audit — no exceptions noted
✓GDPR compliant data handling
Custody Distribution
Institutional Custody
Coinbase Custody
62.5%
United States — SOC2 Type II, NYDFS regulated
Copper
25%
United Kingdom — FCA registered, MPC custody
Matrixport
12.5%
Singapore — MAS licensed, institutional-grade
Key Safeguards
- ▶No single custodian holds >62.5% of AUM
- ▶MPC 2-of-3 key signing — no single point of failure
- ▶All custodians maintain 100% proof of reserves
- ▶Insurance covers full digital asset holdings in custody
Meet the Team
The leadership behind our risk culture and governance framework.