arbitrage

Delta-Neutral Arbitrage in Crypto: Inside Terramatris Solana Strategy

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At Terramatris, we are still an early-stage crypto hedge fund. Our core strategy leans toward directional exposure—going long on assets we believe in and applying quantitative options strategies to generate income. Specifically, we sell puts and calls on assets like Ethereum and Solana, capturing option premiums while managing risk.

This allows us to grow the fund more aggressively, as we participate directly in upside movements while securing steady cash flow from option sales.

However, as outside capital gradually flows into the fund, we are also introducing arbitrage…