Quantitative Investments

KPTL has been investing in innovative companies for 15 years. Now, with our quantitative funds, we are using technology in asset management. In this type of investment, mathematical models and big data are used to maximize profits while reducing risk.

The Fund

The Bohr Arbitrage Crypto Fund is a quantitative arbitrage fund and one of the only crypto derivatives arbitrage funds in the world.

Our History

After two years of strategic testing, Bohr was launched in June 2020 by a management team with over 35 years of experience in derivatives trading and structuring. Since the beginning, our partners are also major investors in the fund and in its success.

Our Algorithms

Our automated algorithms are fully developed by our technical team and implemented in a secure cloud computing environment. Each routine is extensively tested and subject to strict stress tests and risk controls.

Our Portfolio

Our portfolio consists of longs and shorts of the most liquid coins and their derivatives. The majority of our positions and transactions are in crypto derivatives instruments and we do not take fundamental views on any coin.

Strong Risk Management

All of our positions are tracked 24/7. Automatic routines guarantee limited coin exposure and parity of arbitrage positions. Metrics like Net Exposure and Value at Risk are carefully controlled by the risk team.

Performance and Terms

Our investment strategies leverage inefficiencies in the Crypto markets, generating strong alpha returns in a systematic fashion.

13%
Strict volatility control
0,01
Virtually no correlation to main markets
-0,1 to 0,2
Virtually no correlation to other funds
Bohr Arbitrage Crypto Fund L.P.
S&P500

Terms

Minimum investment
USD 100,000
Administration fee
2%
Performance fee
20%

Team

Ragnar (Jay) Janér
Ragnar (Jay) Janér
Head of Quantitative Investments at KPTL and Investment Manager for Bohr
Marco Avellaneda
Marco Avellaneda
External director
S Nicholas Walker
S Nicholas Walker
External director
Renato Ramalho
Renato Ramalho
External director
Matheus Torres
Matheus Torres
Chief Technology Officer
Gilberto Vilar
Gilberto Vilar
Chief Analytics Officer

Coin Storage and Security

Our coins are stored in the world’s top crypto exchanges, with transfers controlled by a secure third party.

GLOBALLY TRUSTED EXCHANGES
GLOBALLY TRUSTED EXCHANGES

Bohr operates solely on one of largest international crypto exchanges, Binance, which has ISO 27001 certification from the International Organization for Standardization. The exchange offers access to crypto assets and derivatives with institutional quality and security, ensuring liquidity for our investors as well as insurance against possible security breaches.

ASSET SECURITY
ASSET SECURITY

Our keys and coin transactions are secured and controlled by Fireblocks, the world’s top platform for storing and transferring digital assets.
All transfers are subject to Fireblocks’ tracking and approval process. We also have additional key recovery through Coincover.

Fund Structure

Crypto Transfer Security
Fireblocks Coincover
Auditor
Grant Thornton
Administrator
Atlas Fund Services
Legal Counsel U.S./Cayman
Shartis Friese LLP CONYERS

To invest, contact our team for more information: