Ballast Block

active strategies for cross-chain asset allocation

we're quants / data scientists from large hedge funds and asset managers

[Ballast Block @ballastblock]

hedged lp positions (eg usdc-eth) outperformed stable pairs during last week's bear market (?) action but model didn't benefit as residual token exposure crept in. damn shame. got it worked out now.

[Ballast Block @ballastblock]

oof

discovered one strategy had been improperly hedged leading to unintended price exposure over a volatile period, swamping all other strategy performance. painful but can recover.

here's motivation to build risk management tooling next

[Ballast Block @ballastblock]

10% round trip in crypto market this week, this is tough for amm lps

model performance held up: solid returns and only slightly higher vol. still would like to smooth that out

#DeFi @0xPolygon

[Ballast Block @ballastblock]

trade volume down roughly 20% over last week on model's selected protocols, performance held up pretty well

built out debt / ltv management engine needed for hedged lp positions, allowing for higher expected value signals in model

#DeFi @0xPolygon @avalancheavax

[Ballast Block @ballastblock]

added new signals / significantly reduced tcosts

~5% of increase due to change in accounting for unclaimed rewards. that said, performance better than expected.

still building

#defi @0xPolygon @solana @avalancheavax @Smart_Contract

[Ballast Block @ballastblock]

not a bad first week. deployed a few strategies on @0xPolygon using @Smart_Contract tooling. no leverage yet. market's been active so that helped.

[Ballast Block @ballastblock]

excited to launch our actively managed #DeFi yield strategies. model based approach means continual rebalancing across lp pools to max yield, manage imp loss, auto compound, etc. more to come...

@chainlink @0xPolygon @avalancheavax @solana
https://t.co/mXL99BHU4M