If Your Venue Margins Like It’s 2021, You’re Already Leaking Alpha

Legacy DeFi margin logic wasn’t built for size. Jetstream is.

Most on-chain venues still margin like they’re retail-first:

• Leg-by-leg risk modeling
• Liquidation thresholds based on notional, not net exposure
• Zero recognition for portfolio hedges
• Collateral treated as static, not strategic

These systems were designed for low-frequency, directional bets — not structured execution.

But serious capital is now routing through them.

And the cracks are starting to show.

This Isn’t a UI Problem. It’s a Clearing Problem.

Capital doesn’t get vaporized because traders are undisciplined.

It disappears because infrastructure can’t see the book.

If your venue treats a bull spread like two longs,

you’re being penalized for your own strategy.

That’s not risk management.

That’s margin leakage.

What Trading Desks Actually Need

• Real-time portfolio netting
• Smart collateral reuse
• Deterministic liquidation logic
• Execution rails that hold in volatility
• Margin logic aligned with intent — not surface exposure

Jetstream Clears Risk Like a Desk Would

Jetstream was built for structured flow — not speculative clicks.

Here’s what changes:

• Portfolio-aware margining
• Real-time collateral calculations
• Strategy-sensitive risk offsets
• Unified on-chain clearing layer
• Transparent margin surfacing across the stack

No lockups.

No marketing games.

Just real infrastructure — for desks that scale.

Bottom Line

If your venue can’t model your risk, it can’t scale with your size.

Jetstream clears as if the desk is the product — not the customer.

→ jetstream.trade

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