Quantitative Strategies

Pallas offers a diversified suite of algorithmic vaults, each governed by a strict investment policy.

Market-Neutral

Strategies that remove directional exposure while capturing:

• Funding rate arbitrage

• Delta-neutral yield

• Spot/perpetual basis spreads

• Statistical arbitrage between CEX/DEX venues

These are the foundation of Pallas’s stable-yield offering.

Directional

Strategies that take calculated exposure based on quantitative signals, including:

• Trend-following

• Momentum and volatility regimes

• Market structure breakouts

Directional strategies target controlled, asymmetric returns.

Predictive Market (Polymarket & Similar Platforms)

Pallas will deploy strategies on event prediction markets such as:

• Polymarket

• Kalshi (if/when applicable in decentralized form)

• On-chain forecasting markets

These strategies leverage mispricings, liquidity shocks, and probabilistic arbitrage inherent to prediction platforms.

Options Market

Strategies that exploit volatility inefficiencies via:

• Delta-hedged options carry

• Volatility arbitrage

• Implied vs. realized vol mispricings

These strategies operate on both DEX and CEX environments.