Atticus — Self-Funding Volume Facility

Live one-sheet: every number below is computed from the running book and refreshes automatically · generated 2026-08-07T00:26:45.094Z

What it is

Atticus generates real, delta-hedged perp volume whose costs are paid by options credit — not incentive budgets. Each position is a genuine, collateralized perp leg on a venue, wrapped in a short-tenor asymmetric collar hedged on an options venue. The collar's net credit covers fees, funding, and slippage, so the flow has its own economic engine and doesn't leave when a rewards program ends.

Two lanes: principal flow (Atticus opens the positions — portfolio-level neutral, always one-sided per venue: the pair spans two venues, so the facility is structurally incapable of self-matching on any single book) · a venue-embedded product (the venue's own traders wrap positions they already hold: they collect the credit and get a defined floor; pricing + hedging run behind Atticus's API for an operational fee).

Current product book — neutral pairs only (since 2026-08-05)

Settled
14 positions
$700,000 notional
Structure net
$542
credit $542 + collar $0
Risk events
0 floor · 0 cap
breaches / touches in the product book
Open now
2 positions
$84 credit vesting

Full-window results + lifetime integrity

Live window
18 days
real venue options pricing · paper-settled · updates every cycle
Settled
57 positions
$2,850,000 notional · avg held 24.13h
Structure net (the product)
$2,052
credit $2,484 − givebacks $432
Client all-in net
$2,726
9.5662 bps · 72% of days positive
Risk events
0 halts
floor breached 0.0% · cap touched 3.5% · 0 manual interventions
Integrity
TRACK RECORD CLEAN
100% oracle-signed · 100% reconciled
Platform take at zero fee
−$10
pass-through proven — revenue is the op fee, not a hidden spread
Capital efficiency
$10
total capital cost on the window (portfolio-margin netted)

The validation window also exercised a directional overlay; it netted approximately zero and is retired — the facility runs the neutral-pair book only.

The four questions to ask any volume partner (answered)

  1. What funds the flow? Options credit generated by the structure itself — not your incentive budget.
  2. What's at risk? Real collateral, real margin, real liquidation risk on every leg.
  3. Can it self-match? No — neutrality spans venues; every book sees a genuine one-sided position.
  4. Is it auditable? Every leg logged; settlements oracle-signed; leg-by-leg economics on this site (positions).

Execution readiness

Full execution stack built and demo-validated end to end against a tier-1 options venue: block RFQ with order-book fallback, reduce-only IOC unwind rails, regime gating, collateral ledger, credit vesting, incident runbook. Additional perp-venue adapters are thin modules — additive work, not new architecture.

Verify, then talk

Plain-English P&L · Leg-by-leg positions · Full scorecard · Raw JSON

Contact: Michael William - michael@atticustrade.com