d2USDC

The d2USDC strategy is an innovative yield generation approach that combines funding arbitrage, yield farming, and volatility arbitrage to maximize returns.

d2USDC benchmarks against the likes of Ethena and Aave's USDC lending strategies, ensuring competitive and stable yields while maintaining a conservative risk profile, with an added layer of arbitrage, yield, and dynamic risk management

  • d2USDC targets delta neutrality (avg. -0.1 to 0.1) through complex option book and risk management

  • Consistent positive yield is generated from funding and basis spread, exploiting demand/supply mismatch in the market

  • Further yield is generated through strategic deployment into our portfolio strategies, with yields derived from a blend of volatility arbitrage and dynamic exposure to base assets, orchestrated by our sophisticated ensemble models

  • Finally, an additional layer, d2USDC taps into DeFi points and incentives via DOLO, our own EDA token farming, and ARB incentives from the LTIPP program.

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