Futures Basis Yield

Our Futures Basis strategy aims to consistently outperform 0-3 month US treasury bills while maintaining a similar risk profile and high daily liquidity by monetizing the S&P 500 futures basis.

We are making the equity futures basis available as an investable asset, thereby broadening access to a valuable strategy that has so far been the exclusive preserve of select institutions.

To our knowledge it is the only investment strategy with the aforementioned risk/reward profile that caters to institutional volumes, and we are the only providers of this investment strategy.

Optional leverage and tax loss harvesting features can be added on.

Our fees are structured to ensure that we get paid only if we add value to our clients by outperforming the benchmark.

We have ample historical data as well as extensive experience with this strategy. In addition, we are running the strategy live with founder’s capital.

Reach out to us for more details!