Research

How Systematic Crypto Funds Can Add 1–2 bps of Alpha per Trade with Volatility-Aware Execution

Why Execution
Still Erodes Alpha

Systematic crypto funds invest heavily in signal development—but static execution methods like TWAP quietly erode realized returns, especially during volatility spikes. VersiFi’s latest research shows that most teams are leaving ~1.4 bps of alpha per trade on the table.

What You’ll Learn

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