Overview
PiggyBank USDC (pbUSDC) is a delta neutral strategy based on funding-rate arbitrage across multiple perpetual DEXs.
Strategy
Our alpha comes from the order decision engine we have built. The system optimizes position entry costs by prioritizing maker execution and identifying cross-orderbook price arbitrage, while maintaining delta neutrality.
Risk Management
Risk is managed through:
Continuous automated margin rebalancing
Dynamic deleveraging based on market conditions (e.g. volatility triggers, informed order flow indicators)
Partial TP/SL orders as a final safeguard.
Assets traded:
Crypto majors (BTC, ETH, SOL, etc)
Tokenized stocks such as SPYx and TSLAx.
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