Goliath Capital. Investment

Alpha Long-Short Crypto Fund

Goliath’s flagship quantitative strategy employs machine learning-driven factor models to identify mispricings across 150+ crypto assets, taking long positions in high-alpha tokens while dynamically shorting overvalued or structurally weak ones. The fund leverages volatility clustering, order flow imbalance signals, and on-chain liquidity depth to generate uncorrelated returns with a target Sharpe ratio >1.8 and max drawdown control under 15%. Backtested over 7 years (2017–2024), the strategy delivered 32% CAGR net of fees with low beta to BTC, making it ideal for portfolio diversification in volatile markets. All trades are executed via institutional-grade APIs on Coinbase Prime, Binance Institutional, and Kraken Futures with real-time counterparty risk monitoring.