Strategy

Austere Capital is an Absolute Alpha Volatility Fund.

"...the antifragile grows from disorder..."   -Nassim Nicholas Taleb,  Antifragile

"...the antifragile grows from disorder..."

-Nassim Nicholas Taleb, Antifragile

Specifically, we take advantage of Bitcoin's Implied Volatility (IV) using options and futures. We run several strategies simultaneously, combining different positions with various maturities.

IV represents the market’s future perception of volatility, and can vary greatly. Through rigorous back-testing on Bitcoin volatility trends, we can pinpoint when IV is relatively cheap versus expensive.

As we rely on intensive price movement rather than direction (i.e. market-neutral), we are a near-perfect hedge for directional trading strategies.