KelpDAO Enhanced ETH Vault

Backend detail for our KelpDao Delta Neutral Vault (Arbitrum) & KelpGain Delta Neutral Vault (Ethereum).

Generating yield by shorting ETH on perp markets with a favorable funding rate, while holding ETH in a spot to be neutral delta against USD.

The strategy employed involves maintaining equivalent long and short positions in assets to offset exposure, thereby achieving delta neutrality. This approach allows the vault to capitalize on yield opportunities while mitigating risk.

Track Performance: https://app.harmonix.fi/dashboards/65f75bd7-a2d2-4764-ae31-78e4bb132c62