About MK2
MK2 is a hedge fund with a unique focus on data and research in the crypto market. We employ a fully automated approach, extracting alphas with mathematical models, to deliver superior risk-adjusted return while providing capital preservation for our partners.
From market neutral arbitrage to systematic trend following, we offer alpha-centric and diversified exposure to the wide range of investment opportunities available across the crypto ecosystem via a multi-manager, multi-strategy approach.
Our actively-managed portfolio is designed to capture crypto’s asymmetric return profile while protecting against the volatility and risks inherent to the asset class.
Managed by Capstone Investment Management
Founding Partners
Harris Chiu
Founding Partner I CEO I Co-CIO
Harris built Capstone Research, a proprietary trading firm focusing on the unique derivatives market in Asia, powered by systematic approach and momentum style trading with 43% IRR since 2017.
This is where he first developed MK2’s approach to the emerging digital assets, a crucial step in applying rigorous trading models and machine intelligence to the crypto market.
Building on this, in January 2020 Harris founded MK2 to build a hedge fund with not only data scientists collaborate to generate alpha, but most importantly, a multi-strategy trading system developed by traders who have generated outstanding risk-adjusted return since pre-crypto era.
B.Com. in Finance - University of Auckland.
CK Wang
Founding Partner I Co-CIO
CK specialize in derivatives and quantitative modeling, and has applied his expertise in generating delta neutral alpha in various derivatives market. His focus on research and risk management has kept MK2’s portfolio performance immune from various risk events, which happens frequently in the young crypto sector.
Ph.D. in Economics - Boston University. M.A. in Statistics - UCSB. M.Eng. in Financial Engineering - Cornell University