BTC Volatility Arbitrage

Market-neutral & volatility arbitrage in digital assets

Liquibit runs systematic, market-neutral arbitrage and BTC volatility strategies — engineered for uncorrelated returns across market regimes.

Investment Strategies

Market-neutral exposure to underlying crypto markets — all positions and profits hedged to USD / BTC.
Enter the market only when arbitrage is available, otherwise stay on the sidelines — minimizing downside.
Algorithmic, automated trading system that continuously monitors markets — maximizing profits.

Subject to demand

Targeting robust BTC-denominated returns with a focus on risk-adjusted performance.
Built to generate BTC yield with advanced volatility strategies.
Harvesting yield on volatility and skew based on the experience and expertise of the PMs.
Advanced quantitative models used for modeling BTC returns and the vol surface.

Co-located with multiple venues supporting 24/7 quoting and trading.
System designed from the ground up to be fault tolerant.
Agile development enables rapid releases of proprietary algos to exploit new trading opportunities.
Cloud-first infrastructure.
Internal and external security audits.

2014
The first generation of our trading platform is completed & started market-making on BitMEX.
2016
The team doubled in size & expanded its proprietary trading with a cash-and-carry strategy across multiple exchanges.
2018
Liquibit Limited (Hold. Co.) is incorporated & the trading team expands.
2020
Liquibit USD Market Neutral Arbitrage Fund (LUMNAF) is launched in June 2020, registered with the Cayman Islands Monetary Authority (CIMA).
2021
LUMNAF closed 2021 with an impressive gross return of 34.5%, bringing its gross return since inception to 47%.
AUM experienced exponential growth, increasing tenfold.
2024
The BTC-denominated share class, BTC+, launched Q2 — offering investors direct exposure to Bitcoin, with yield enhancement.
LUMNAF awarded Best Performing Fund in 2024 — Market Neutral Digital Currency Arbitrage (Quant) - Hedge Fund Journal.
2025
The firm surpasses a significant AUM milestone.
LUMNAF celebrates its 5-year audited track record.