Frequently Asked Questions

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UNKAI focuses on market-neutral, quantitative long–short strategies in digital asset markets.The strategy aims to capture cross-sectional mispricing rather than directional market movements.

Alpha is primarily generated from short positions in high-volatility altcoins and meme assets. Long exposure to major assets is used selectively to provide structural stability.

The strategy is fully systematic. 

Signal generation, portfolio construction, risk limits, and execution rules are predefined and enforced automatically.

No.
The strategy is designed to generate returns through relative value and structural inefficiencies, not market direction.

Risk is managed through a multi-layered framework, including adaptive exposure control, portfolio-level constraints, and hard stop mechanisms.

Drawdowns are controlled through predefined daily and cumulative loss limits, as well as exposure, leverage, and concentration constraints enforced in real time.

Leverage may be used selectively within predefined limits.
Overall exposure is dynamically adjusted based on market conditions and risk metrics.

All accounts execute based on a unified target position matrix generated by the system.
Orders are automatically allocated and executed using limit orders and order slicing.

The portfolio rebalances on an hourly basis under normal market conditions.
Execution frequency may be adjusted dynamically during periods of heightened volatility.

Each order is subject to strict volume participation limits.
Expected transaction costs and slippage are explicitly considered during execution.

A unified position target is broadcast across all accounts on a regular schedule.
If deviations exceed predefined thresholds, automated rebalancing is triggered.

Capacity is managed based on market liquidity and execution constraints.
Position sizing and participation limits are designed to preserve execution quality as capital scales.