Systematic Arbitrage & Yield Fund (SAYF)

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

Premo Technology™

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 CFA, CPA

GP, Portfolio Manager & Chief Investment Officer

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).

Jason Albanese

GP & Chief Executive Officer

Co-founder & CEO, Centric Digital Co-founder & CEO, Sage Secure Chapter Chair, YPO Manhattan BA Economics, Union College

Jock Percy PhD

GP & Chief Financial Officer

Founder & CEO, Perseus. Co-founder & CTO, FX Ecosystem VP Sharp Corp, VP Finance BT, VP Acecomm, PhD Econ, Canterbury, UCL

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