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 assetsasset 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 course on blockchain and digital assetsassets. 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
Co-founder & CTO, FX Ecosystem VP Sharp Corp, BT, Acecomm PhD Economics, Canterbury, UCL
CTO, Centric DigitalCTO, CODAProduct, NewsCredAnalytics Director, Medialets
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Lightning Capital is a digital asset management firm.