Van Markl Funds

Funds are available to professional/accredited investors, with minimums of $250,000 or more.

If you meet the above requirements and are interested in learning more, please fill out the form below to be sent additional information.

You can also contact our Investor Relations team directly at ir@vanmarkl.com.

Investor Inquiry
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Opportunity

Crypto options are are a novel market within an emerging asset class and exhibit large inefficiencies that can be exploited. The main drivers of these inefficiencies are:

  • A fragmented market structure
  • Regulatory hurdles for institutions
  • Increased volatility due to retail dominance and information asymmetry
Our Strategy

We are deploying a quantitative-systematic volatility arbitrage strategy comprised of a mix of systematic and discretionary volatility and duration strategies aimed at generating returns in a risk mitigated manner.


Systematic core strategy captures mispricing in crypto options when volatility is over/underpriced. Discretionary overlay takes advantage of idiosyncratic market behavior (e.g. front running of structural flows), volatility curve plays, and opportunistic hedging.

Hybrid Approach

Combining rules-based and discretionary strategies, we successfully navigated through the major volatility shocks of '22 and '23, underscoring the importance of human oversight in our risk management.

Infrastructure

We are leveraging our battle-tested, institutional-grade trading infrastructure for finding alpha, modeling risk, and optimizing trade execution.

Risk Management

The portfolio follows a strict risk management framework with fixed exposure limits in regards to position sizing, delta and vega exposure and a number of other risk parameters.


Automated systems and a 24/7 trading team ensure smooth operation and adherence to these risk limits.

Custody

Assets are held and traded through Copper Clearloop’s off-exchange collateral management solution & Sygnum Bank custody - which reduces counterparty risk by 80-90%.

Regulation

Digital Asset Alpha Fund is domiciled in Luxembourg, the world's premier jurisdiction for investment funds and enjoys clear regulation in regards to crypto assets, stable banking relations and advantageous tax treatment.


The fund manager is registered, licensed and supervised by Luxembourg's financial regulator CSSF as an alternative fund manager.

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