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Arbitrage vs Traditional Money Market: A Structural Comparison

Programmable algorithmic arbitrage strategies, overseen by AIM’s Subject Matter Experts, operate within a distinct market context.


Unlike traditional yield instruments, arbitrage activities are driven by price inefficiencies across digital platforms.


These strategies rely on AI, Machine Learning, and scalable automation to respond in real-time to market movements.


Success is not measured by fixed returns, but by the ability to capture profitable opportunities when they arise — with performance shaped by volatility and risk dynamics, not predictable yield.

USP

Cross-Currency & Cross Exchange Trading

Arbitrage  across multiple exchanges with both  currencies and digital assets.

Currency Rebalancing

The company applies its capital in a rules-based and responsive manner, enabling participation in identified pricing differences without automated  fund pooling or rebalancing mechanisms.

Continuous Mining

Continuous mining of inefficiencies - no downtime.

47 programmed strategies are now generating profit.

Money Transfer

Instant, low-cost cross-border settlements without traditional banking delays; and

Cost-efficient, compliant, and borderless fund transfers.

Partner With Us To Build a Resilient Business

• 1.5% average monthly return (linear) • 90% USD holding during inactivity supports crypto price risk management 

• Maximum drawdown 0.21% •10% Crypto functional holding • Beta Returns ignored

Prioritising Risk Discipline in a Commercial Context

Structural Exposure: Activity is inherently linked to bank and exchange-related infrastructure, with all associated commercial and operational risks

Trade Discipline: Trades only execute when profitable conditions are present — however, no outcome is guaranteed

Current Asset Allocation: 90% USD and 10% XRP in non-operational holding

The strategy is exposed to market and infrastructure dynamics:

Drawdowns Reflect Market Conditions, Not Predictable Patterns

On 3 March 2025, the largest drawdown recorded was 0.21% due to a latency issue on a third-party exchange

A subsequent 0.21% drawdown occurred on 4 March 2025

These rare incidents led to cumulative losses of 0.137% of total turnover

These occurrences, while limited, underscore the inherent commercial risk associated with the activity.