Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
8 documents
This article explains a one-times-leveraged short position in a coin-margined perpetual contract as a way to seek funding payments while keeping the position’s dollar value relatively stable. It describes how fixed-value contracts change the amount of coin…
This update reviews how competition has altered a cryptocurrency perpetual funding-rate arbitrage approach. It reports that positive entry premiums and extreme negative premiums had become less common, while slippage made attempts to capture premium…
The document explains how perpetual futures funding payments help keep contract prices near spot prices, then describes a market-neutral carry trade: short a perpetual contract and buy the same asset in spot to collect positive funding. It outlines screening…
This document describes a cryptocurrency strategy that shorts currency-margined perpetual contracts to seek funding payments. It explains that these contracts are denominated in fixed-value units and that, in the author’s example, the coin balance changes…
This document outlines a utility for collecting and monitoring perpetual futures funding rates across several exchanges. It assigns a worker thread to each platform, applies platform-specific request delays, and uses different retrieval methods depending on…
This document describes a monitoring tool that collects perpetual futures funding rates from several exchanges, stores results separately for each platform, and displays them in a shared table. Exchange-specific polling intervals and market lookup methods…
The article reviews changes in cryptocurrency perpetual-futures funding-rate arbitrage. It says that as more capital entered the strategy, positive premiums and negative-premium exit opportunities became smaller, while slippage rose and attractive rates…
This article describes a monitoring script that polls funding rates for perpetual futures across multiple exchanges. It uses a separate worker for each exchange, applies exchange-specific delays to reduce request pressure, and handles venues differently…