Delta Neutral

The Delta Neutral template pairs a spot leg with a perp hedge and keeps the net position close to neutral over time.

Core config

• spotAsset Spot leg asset.
• perpAsset Perp hedge asset.
• targetNotionalUsd Strategy notional target.
• hedgeRatio Hedge size relative to the spot leg.
• perpLeverage Perp leverage.
• slippageBps Max execution slippage.
• deltaDriftPct Drift tolerance before rebalancing.
• basisMaxBps Max allowed basis.
• fundingMinBps Minimum funding threshold.
• schedule.cron When the strategy checks for rebalance work.

How it works

• the spot leg carries the directional inventory
• the perp leg offsets that exposure
• drift, basis, and funding checks decide whether the hedge should hold, rebalance, or stand down

This template is for carry and hedging workflows, not directional entry signals.