As digital assets mature beyond the hype cycle, a growing number of institutional investors are exploring systematic strategies to manage volatility and capture alpha in an inherently fragmented, fast-moving market.

Panel Questions:

1.    Can you elaborate on how you are developing the end-to-end architecture of a long/short quant crypto strategy—using fundamental and systematic analysis and CTA models and trading them systematically with quant models?

2.    In the context of a multi-strategy, institutional-grade digital asset fund that blends internal systematic strategies with external manager allocations, how do you approach portfolio construction and dynamic capital allocation across a diverse set of models and trading styles?

3.    What frameworks or technologies enable you to optimize risk-adjusted returns while managing cross-strategy correlation in a volatile and fragmented market?