Structured Crypto Options: A Data-Driven Market-Neutral Strategy

Research unit

INNOSUISSE

Project number

130.483 INNO-SBM

Project title

Structured Crypto Options: A Data-Driven Market-Neutral Strategy

Texts for this project

	German	French	Italian	English
Key words	-	-	-
Abstract	-	-	-

Category	Text
Key words (English)	Social sciences & business management, Finance
Abstract (English)	This project develops a structured, data-driven crypto options strategy focused on market-neutral yield generation. It aims to transform volatility into income through delta hedging and arbitrage, enhancing performance across trading platforms.