These strategies will be built upon existing Teragon Indices. The strategies invest in a specific Teragon Index with exposure level tied to realized volatility. This allows users to invest in an index with a specific risk/return profile.
The strategy can also be used in structured product vaults in long option format, enabling users to buy options at lower premiums due to lower implied volatility.
Teragon GCI 50% Volatility (50vol) Risk Control Strategy on BSC
Users invest by providing BNB or BUSD
The strategy invests MIN[100%, 50% / Realized_Vol] into Teragon GCI
The remaining amount is used for yield farming
The strategy regularly rebalances the leverage to target 50% volatility