Basis+ Strategy
Strategy Overview
The Hilbert Capital BTC Basis+ strategy is a delta-neutral, BTC-denominated product designed to capture structural inefficiencies across Bitcoin’s interest rate curve, perpetual futures basis, and options pricing. The strategy systematically deploys BTC inflows into a combination of funding rate arbitrage, term structure trades, and low-delta options selling—while maintaining a market-neutral risk profile. Artificial intelligence and machine learning models guide position sizing and allocation, dynamically optimizing between basis opportunities and yield-bearing stablecoin collateral depending on prevailing market conditions. For a full breakdown of allocation mechanics, risk management, and trade logic, please refer to the documents below:
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