top of page


The Asymmetric Efficiency Index (AEI)
Rethinking Performance Efficiency For anyone who has been with me for a while—or anyone new to Acrux—the foundation of everything we do centers on how efficiently we can produce alpha while maintaining disciplined risk control. It’s not just about making money. It’s about how intelligently those returns are produced—how much upside we achieve per unit of realized downside. Traditional risk metrics such as Sharpe, Sortino, or even Calmar, while valuable, all share a common
Oct 26, 2025


Strategy Availability Update
I wanted to publish a brief update on what our plans are for onboarding new clients for each strategy as it pertains to the maximum...
Nov 23, 2024


QQQ Gamma Profile Model
We have been working on this for some time now but we started to deploy it this week in the Hedge Fusion Strategy. It keeps in the spirit...
Sep 7, 2024
bottom of page
