Quantitative Research & Automated Execution
Eightdelta is a directionally neutral manager that targets structural gaps in global markets.
Execution is entirely automated. We rely on automated algorithms that capture short-term price deviations and turn complex market moves into steady and repeatable returns, regardless of what the broader economy is doing.
The Principal
Apollo Kim, FIAA
"I started Eightdelta to bridge the gap between risk science and live markets execution.
I began my career in actuarial pricing, modelling risk mathematically before transitioning into high-frequency market making, where I managed derivatives books through some of the biggest volatility expansions over the last decade.
I am a Fellow of the Institute of Actuaries of Australia (FIAA) and hold an MBA from the University of Oxford."
Case Study: October 10, 2025
%
Absolute Return
Equity Benchmark -2.1%
Digital Asset Benchmark: -22.4%
* Performance reflects the firm's absolute return during the liquidity event of Oct 10, 2025. Past performance is not a guarantee of future results. Please contact for full performance details.
Resilience in Dislocation
On October 10, a rapid deleveraging event caused a coordinated withdrawal of liquidity across markets. As volatility spiked, traditional market makers hit their risk threshold and halted operations. This created a structural vacuum, a period where pricing became disconnected from fundamental risk.
While broader market participants withdrew, Eightdelta's systems maintained a continuous presence. By providing liquidity when the order book was thinnest, the system was able to capture signficantly widened spreads and internalise order flow at a significant premium. Eightdelta finds structural opportunity specifically during periods of systemic dislocation.
Our infrastructure is designed to thrive on volatility and market dislocation.