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Investment Products
We offer two institutional-grade programs built to navigate digital asset markets with precision and discipline. Whether through a diversified portfolio of systematic signals or a flexible, high-conviction approach to market dislocations and macro themes, each product is designed to deliver differentiated return profiles. Both products are available through a unified structure built for institutional capital — combining oversight with access at scale.
Explore Our Products
Global Opportunities
USD
A flexible multi-strategy program targeting structural inefficiencies, volatility dislocations, macro themes, and opportunistic venture-style investments across the digital asset landscape.
Global Opportunities is a research-driven program that provides exposure to a dynamic range of high-conviction strategies — spanning liquid relative value trades, volatility arbitrage, directional macro themes, and select illiquid or venture-style opportunities. The program is constructed to take advantage of regime shifts, structural catalysts, and market dislocations, with capital deployed across centralized, decentralized, and private market venues.
Mandates include:
- Relative Value (funding spreads, cross-exchange basis, structural arbitrage)
- Volatility Strategies (vol surface inefficiencies, implied/realized dispersion)
- Directional Macro & Thematic (narrative-driven, event-oriented, structural tilts)
- Illiquid / Venture-Style Allocations (opportunistic token investments, early-stage projects, secondary positions in locked assets)
- Portfolio construction balances short-horizon liquidity with longer-duration thematic exposure
- Capital is deployed flexibly across spot, derivatives, and private allocations, with rigorous due diligence and exposure constraints
- Adaptive sizing and risk calibration based on prevailing volatility regimes and liquidity conditions
Investors gain exposure to a broad set of high-conviction digital asset strategies — both liquid and illiquid — managed within a centralized infrastructure that prioritizes capital efficiency, institutional oversight, and risk transparency. The program is designed to provide differentiated return streams across public and private markets.
Diversified Quant
USD, BTC, ETH, & XRP
A multi-strategy program allocating to systematic strategies across directional, market-neutral, and delta-neutral mandates.
Diversified Quant is a blended program that allocates to a curated group of internal and external managers running uncorrelated, fully systematic strategies. The portfolio is constructed to balance exposures across directional, market-neutral, and delta-neutral mandates, with rebalancing conducted monthly.
- Allocates to 12–20 systemic strategies with distinct signal design and execution styles
- Strategies span short- and mid-horizon frameworks, deployed across multiple venues
Mandates Include:
- Directional (trend, momentum, breakout)
- Market-Neutral (statistical arbitrage, mean reversion)
- Delta-Neutral (basis trades, volatility harvesting, funding arbitrage, cross-exchange arbitrage)
Capital and risk are managed centrally, with systematic monthly rebalancing driven by performance, correlation, and risk-adjusted return analysis
Investors gain access to a diversified portfolio of systematic strategies supported by Lighthouse’s institutional execution stack, real-time risk-management infrastructure, and centralized performance analytics — enabling alpha exposure within a disciplined, risk-aware framework.
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Learn more about how our differentiated investment products are designed to meet evolving investor needs with discipline, transparency, and long-term alignment.
