Student Volatility Trading - Eth Markets

who we are student-run volatility trading fund. we focus on crypto markets, mainly ethereum/usd. our strategy we look to exploit the spread between implied and realized volatility. we do this by entering an option position, and delta-hedging with the underlying to remove directional risk. this allows us to maintain exposure to mainly the magnitude of returns. we scalp the underlying by rebalancing our delta to maintain this exposure. depending on our view, we either take either long or short gamma positions, and either gamma scalp or reverse gamma scalp to pocket either gamma or theta repsectively. managed by hadie saleem