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Our strategy

At Pareto, we seek reliable absolute return through prudent exposure to non-correlated assets and market volatility.

We seek strategic exposure to the otherwise volatile digital asset markets through a multi-strategy investment approach which incorporates convexity and tactically allocates between systematic, high-frequency strategies and discretionary portfolio management.

It is our belief that secular non-correlation is even more central to a resilient portfolio than excess return. Our dedicated pursuit of reliable absolute return for our investors aims to provide both downside protection with tactical upside participation over medium and longer term investment horizons.

We believe a strong culture of rigorous analysis and scientific research, supported by a robust infrastructure, is the bedrock of a successful quantitative investment process. Through a coalescence of quantitative and qualitative tools, we aim to identify statistically robust market inefficiencies which create unique entrance opportunities into these emerging markets. From signal detection to trade execution, our programmatic strategies run on advanced computational techniques which have been developed in-house and are continually optimized through advanced analytics, testing, and validation.

We also devote a large share of our attention to discretionary investment activities which seek to augment our systematic strategies with idiosyncratic risk premium. Our adaptive, discretionary management of risk aims to hedge downside exposure while maintaining a low correlation to broader markets and macroeconomic variables.

Systematic Trend Following

We employ a suite of rules-based, dynamic strategies that target risk premia from market divergence, volatility, and the corresponding momentum in cryptoasset prices.

Crisis Alpha

Our systematic techniques are augmented by managed cryptoasset futures strategies that exhibit positive skewness, target convexity, and aim to profit from extreme market disruptions.

Monetized Cash Position

We continuously search for better ways to earn yield on our assets that are not allocated to our systematic or discretionary strategies.