Oaktree & Lion
Proprietary Trading and Quantitative Research
Cryptocurrency Derivatives, Discretionary and Systematic
Cryptocurrency Derivatives, Discretionary and Systematic
Oaktree & Lion is a proprietary trading and quantitative research firm specialising in cryptocurrencies and derivatives, and currently expanding our trading mandates in volatility arbitrage, portfolio management and systematic trading. We are a small London-based team that is entrepreneurial and agile, data-centric and process-oriented, and uses technology, mathematics and strategy to trade with edge.
We have now launched our volatility-based strategies, with the aim of opening to investment from external capital. We are looking to add to the team to accelerate that process and additionally diversify our capabilities to trade other strategies including tactical allocation, systematic and market-making.
We have now launched our volatility-based strategies, with the aim of opening to investment from external capital. We are looking to add to the team to accelerate that process and additionally diversify our capabilities to trade other strategies including tactical allocation, systematic and market-making.
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Derivatives Trading
We derive edge by using the latest research, new models and tools to trade opportunities in cryptocurrency markets in CeFi and DeFi, covering short to long term horizons. |
Quantitative Trading
We analyse data, create trading strategies, then develop quantitative trading tools. |
Research
We develop in-house a wide range of tools and models for analysing the options and spot markets, which form the core of our trading strategies. We have built an arbitrage-free volatility surface model, conduct deep data analysis of the volatility surface, created options and futures dashboards and developed market-leading P&L attribution and scenario analysis tools. We are currently upgrading our portfolio and risk management tools, creating our options and algorithmic back-tester.
We develop in-house a wide range of tools and models for analysing the options and spot markets, which form the core of our trading strategies. We have built an arbitrage-free volatility surface model, conduct deep data analysis of the volatility surface, created options and futures dashboards and developed market-leading P&L attribution and scenario analysis tools. We are currently upgrading our portfolio and risk management tools, creating our options and algorithmic back-tester.
Strategies Overview
Our strategies are developed from an extensive experience of trading in a variety of asset classes. We utilise quantitative and qualitative research methods and our in-house data and analytics tools, to source strategic and structural alpha. We are data-driven and process-oriented, and risk-focused.
Our strategies are developed from an extensive experience of trading in a variety of asset classes. We utilise quantitative and qualitative research methods and our in-house data and analytics tools, to source strategic and structural alpha. We are data-driven and process-oriented, and risk-focused.
Strategy Name |
Strategy Description |
Volatility Strategy A |
Quantitative, Market-Neutral, Discretionary Launched in July 2023 |
Volatility Strategy B |
Directional, Discretionary Launching in 2024 |
Volatility Strategy C |
Algorithmic, Systematic Launching in 2024 |
Long/Short Strategy |
Yield trading with an options overlay Launching in 2024 |
Tactical Allocation Strategy |
Smart Beta, top 30 alt coins, with an options overlay Launching in 2025 |
We are hiring...
We are currently looking for traders, portfolio managers and quantitative developers. Email us for more information at [email protected]