Systematic Arbitrage and Yield Fund (SAYF) is a low risk, high quality yield fund that maximizes absolute return while minimizing volatility and drawdown risk by investing in digital asset derivatives with a quantitative, long/short, momentum-based strategy. The quantum-based approach incorporates Lightning Capital’s Premo™ technology which provides liquidity to digital assets protocols and on-chain rails to benefit the off-chain, real world economy in underserved markets. We can put capital to work in a sustainable and safe manner with superior risk-adjusted returns.
Launch: December 1, 2021
Capacity:: $1B
US LP Limit:: 2,000
Type: Open Ended
Fund Administrator: NAV
Legal Counsel: Coleman-Frieman & Mallon
Auditor: Marcum LLP
Tax Reporting: K-1
Minimum: $250,000
Management Fees: 2% (1.75% 3 yr, 1.5% 4 , 1% 5
Standard Lockup: 1 yr. soft (3% redeem penalty)
Hurdle : 6% hard
Incentive Fee: 30%
Investor Requirement: Qualified Purchaser
Incentive Allocation : Monthly
Redemptions: Quarterly
Lightning Capital’s algorithmic trading technology is designed to leverage human-in-the-loop input to filter and evaluate 100k+ potential trades per hour. Our PM and analysts actively mitigate risk, optimize for alpha, and diversify trading strategies across exchanges and coins/tokens.
Charles Hwang is the Managing Member and Chief Investment Officer of Lightning Capital. The Fund is focused primarily on capitalizing on inefficiencies in the digital assets market based on a proven methodology. Before founding the hedge fund, Mr. Hwang was a valuation consultant and a forensic accountant at Ernst & Young LLP. Prior to that, he worked as a Senior Equity Trader starting in May 2000. He is also an Adjunct at Baruch College teaching a MBA course on blockchain and digital assets. Mr. Hwang received his Master’s of Accountancy degree from the Baruch College and his B.S. in Economics from the University of Rochester. He is a Chartered Financial Analyst Charterholder (CFA) and a Certified Public Accountant (CPA).
Co-founder & CEO, Centric Digital Co-founder & CEO, Sage Secure Chapter Chair, YPO Manhattan BA Economics, Union College
Founder & CEO, Perseus. Co-founder & CTO, FX Ecosystem VP Sharp Corp, VP Finance BT, VP Acecomm, PhD Econ, Canterbury, UCL
Long/short exposure to a select digital assets with liquidity and low counterparty risk. Safer and more effective exposure to the best digital assets, in real time.
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