HarVol operates an exclusive algorithmic matching engine capitalizing on the structural volatility premium embedded within digital asset markets. Structurally identical to TradFi Dual-Currency options, HarVol translates chaotic underlying price action into highly deterministic yield parameters.
| Parameter | Value |
|---|---|
| Fund Structure | Open-Ended Caymans / Bahamas |
| Regulatory Wrap | MiCA CASP (EU Distribution) |
| Min. Deployment | $10,000,000 USD Equivalent |
| Base Currencies | USDC, EUR, USD, T-Bills |
| Maturity Locks | 30 / 90 / 180 Days |
| Management Fee | 1.5% |
| Performance Fee | 20% of net yield > 10% hurdle |
| Custody | Fireblocks (MPC) / Bankruptcy Remote |
Capital is deployed into a predefined grid corresponding to the chosen underlying asset (BTC or ETH). As the spot price oscillates within the mathematically bound corridor, the proprietary HarVol matching logic sweeps the micro-spread executing at each level.
| Standard Payout Scenarios (Example: BTC 40K-80K) | |
|---|---|
| > 80,000 (Above Range) | Client returns initial USD principal + accumulated 40%+ APY. Complete liquidation of delta exposure. |
| 40,000 - 80,000 (Grid Active) | Maximized grid effect. Delivery of blended BTC/USD ratio alongside all execution rebate yield. |
| < 40,000 (Below Range) | Physical delivery of BTC. Automated DCA execution ensures acquisition cost acts as a significant discount to spot. |
Entity Segregation: Assets never enter the proprietary market-making pools. The internal algorithmic counterparty takes the opposing side of client grids while the client deposit rests API-locked in tier-1 custody.
Leadership: Quant models maintained by ex-Jane Street and Citadel statistical arbitrageurs combined with Prime Brokerage management sourced from Goldman Sachs.