Hilbert Basis+ BTC Strategy
Low-risk, market-neutral Bitcoin exposure powered by AI and volatility capture.
Strategy Highlights
Four Revenue Streams
Consists of four revenue streams that complement each other. Aims to exploit inefficiencies in Bitcoin’s interest rate curve and volatility surface, arbitrage the basis and take advantage of the yield-bearing stablecoins.
AI-Driven Execution
Proprietary algorithms analyse BTC volatility and filter trades with proven >90% backtested success.
Volatility Capture
Actively sells options at volatility surface peaks to maximise premium collection.
Market-Neutral
Balanced exposure in bull and bear markets, with capped leverage and downside protection.
Key Information
|
Launch Date |
1 Dec 2023 |
Average Duration |
0.25-12 months |
|
Investment Vehicle |
Cayman Fund |
Max Leverage |
3× |
|
Liquidity |
Monthly |
Currency Exposures |
BTC/USD |
|
Fee Structure |
2/20 |
Asset Classes |
BTC |
|
Auditor |
MGS |
Minimum Investment* |
20 BTC |
Why Basis+ BTC ?
Basis+ BTC is designed for institutions seeking sophisticated Bitcoin exposure without taking directional market risk. Using proprietary AI models and a market-neutral structure, the strategy systematically captures volatility premiums to generate stable, risk-adjusted returns.
This page is informational only and not an offer or solicitation. Distribution is intended for professional investors; please refer to the relevant Private Placement Memorandum and risk factors before investing.
Frequently Asked Questions
Q: Who is this strategy for?
Institutional investors seeking stable Bitcoin exposure with low market correlation.
Q: How does it work?
By systematically selling options at volatility peaks and using AI to filter trades.
Q: What are the risks?
Market shocks and liquidity constraints in Bitcoin markets may impact returns.