CTA strategies generate alpha through AI-enhanced quantitative trading strategies: trend- following, mean-reversion, market-neutral (pair trading, funding fee), arbitrage (spot/futures mis-pricing, triangular, cross-exchange), and alternative data strategies. When constructing the CTA portfolio, we maximize the portfolio's reward-to-risk ratio and achieve risk parity by applying machine learning algorithms to assign strategy weights based on their correlation and return profiles.
HFT strategies deliver alpha through analyzing order books using the Deep Neural Network approach. They include maker, taker, and hybrid strategies. By discovering imbalance in the market microstructure, we can predict short-term market movements with high accuracy and achieve consistent returns through low-latency execution.
DeFi strategies can help achieve a more diversified portfolio. They include LP farming, lending, DEX arbitrage strategies, and so on.
The treasury may also invest in promising crypto projects to achieve long-term growth of the treasury capital.