We are a proprietary investment fund focused on Tail-risk & Black Swan Investing Strategies for Crypto Markets.
GDA Fund was founded in 2016 out of Sydney, Australia and expanded to the Dubai International Financial Centre. We trade across Bitcoin, selected alt-coins and Bitcoin derivatives.
The Gaussian distribution assumes extreme events are very unlikely. Making this traditional Gaussian assumption in crypto markets is naive, where severe market dislocation is frequent.
We believe in taking an orthogonal approach by applying tail risk strategies that focus on explosive downside protection to capitalise on asymmetric consequential events.
We focus on developing asymmetric tail hedging strategies for explosive downside protection in crypto markets (Bitcoin, selected altcoins, Bitcoin derivatives).
The GDA High Volatility index is made up of a basket of long only crypto assets, crypto derivatives (short and long) and tail hedging strategies with a daily rebalancing methodology.
The vision is to offer this index as a hybrid Asset Backed Security (ABS) instrument and a unit trust distribution mechanism for accredited investors, hedge funds and family offices
Systematic risk insurance. Asymmetric tail hedge.
Our indices provide a transparent up-to-date reflection of our baskets of strategies across different markets.
We are taking a new approach to understanding the crypto markets through native fundamental and applied research with leading academics, researchers, developers, quants, traders and industry veterans.
Deep Dive into Bitcoin Market Manipulation.
Developing models that understand, navigate and embrace the manipulation, accept it as part of the cut-and-thrust of crypto trading and allow us to keep strong transparency on where the action is at.
Applying Nassim Taleb’s Black Swan Principals to Crypto.
Systematic risk events are almost impossible to predict and completely avoid and can’t be simply mitigated through diversification.
Market Microstructure and Order Book Dynamics.
Studying elements of the Bitcoin market microstructure to build rich intraday strategies that gain data into market manipulation, exchange network impacts, derivatives and spot market relationships.
Does On-Chain Analysis and Social Signals Still Work?
Translating on-chain metrics and social signals into price appreciation metrics in order to see the potential impact on the current and future price of Bitcoin.
We work with L2/L3 exchange data, on-chain analytics and fine-tuned machine insight data to model market fluctuations and build complex data sets.