Basket sleeves

Treat relative-value trades like relationships, not tickers.

AlphaWeave Capital helps teams decide whether a long-short relationship still deserves capital. It reviews the long side, short side, spread, hedge, and realized contribution together so market-neutral decisions stay balanced, explainable, and aligned with the mandate.

Pair-awareKnow whether the relationship is still strong enough to trade.
NeutralityKeep net, gross, beta, benchmark, and hedge intent visible before exposure changes.
OutcomeExplain whether the basket relationship produced alpha or only looked balanced.

Organizational value

Make market-neutral allocation decisions easier to defend.

Relative-value strategies can fail quietly when the hedge stops behaving like a hedge. AlphaWeave Capital keeps the relationship, neutrality targets, and realized spread contribution visible to research, portfolio, and risk teams.

Click a basket capability to see how it supports relative-value decisions.

Example

Long thesis, short hedge, one combined story.

A market-neutral sleeve is a portfolio mandate for a balanced basket. Instead of judging each asset alone, AlphaWeave Capital asks whether the relationship worked: did the long side help, did the short side hedge, did beta stay within mandate, and did the spread improve the portfolio?

Adaptive neutrality

Do not assume the pair still works. Re-validate it.

Traditional market-neutral workflows can treat a pair as valid because it was valid before. AlphaWeave Capital keeps re-checking whether the relationship is stable, degrading, or improving, then adjusts basket construction, strategy choice, and conviction sizing.

Basket qualityScreen for correlation stability, volatility similarity, liquidity compatibility, and spread mean reversion.

A weak pair should not be treated as neutral just because it has two sides.

Strategy fitRotate between spread, mean-reversion, relative momentum, and regime-sensitive behavior.

The same relationship can require different logic as the regime changes.

Capital balanceUse conviction sizing to adjust relative exposure while respecting sleeve constraints.

PSM helps balance opportunity and risk across long and short legs.