Quantitative Risk Framework
Programmatic risk controls process thousands of data points in real time, reallocating instantly when parameters shift.
We distill yield opportunities across audited industry-leading protocols into products that deliver the best risk-adjusted yield for any risk appetite.
Programmatic risk controls process thousands of data points in real time, reallocating instantly when parameters shift.
Full on-chain transparency, instant NAV attestation, maximum security via Fireblocks infrastructure.
Optimal performance through predictive yield models, disciplined stablecoin selection, and diversified yield sources.
Built on trusted infrastructure
Jetstream is tokenized fixed income backed by the highest-quality yield sources in DeFi. We deploy capital across audited lending protocols, liquidity strategies, and delta-neutral positions—then package the returns into a single, transparent product.
No counterparty risk. No hidden leverage. Every dollar tracked onchain in real time.
View Strategy DocumentationDeploy stablecoins to blue-chip lending protocols like Aave and Compound. Earn base rates plus incentives with full collateralization.
Supply liquidity to high-volume pairs on concentrated liquidity AMMs. Algorithmically managed to optimize fee capture and minimize impermanent loss.
Capture funding rates and basis spreads through hedged positions on perpetual DEXs. Market-neutral exposure with consistent yield generation.
Previously led quantitative strategies at Jump Trading. 8 years in derivatives trading.
Former protocol engineer at Aave. Built DeFi infrastructure processing $10B+ in volume.
Ex-Goldman Sachs risk management. Led credit risk modeling for institutional portfolios.
PhD in Financial Mathematics. Previously quantitative researcher at Two Sigma.
Whether you're a fund, family office, DAO treasury, or individual allocator—we'd like to understand your needs.