Spot-Perpetual Arbitrage with Staking Yield and Cost Transparency
Summary
The document describes a crypto arbitrage setup that pairs a spot long with a perpetual futures short, aiming to capture price or funding-related differences while limiting directional exposure. It adds a staking component for selected assets, naming ETH and SOL products, so capital may earn staking rewards alongside arbitrage returns. The approach depends on coordinating positions across spot and derivatives markets rather than forecasting outright price moves.
It emphasizes displaying estimated returns after leverage, borrowing costs, fees, spreads, and interest, as well as showing trade history and profit or loss at closing. These details matter because gross yield can differ substantially from realized net returns. The material is promotional product copy rather than an independent performance study: it supplies no historical results, risk measures, or evidence that spreads and staking rewards will persist. Basis changes, funding, liquidity, liquidation, custody, and execution risks remain relevant to the strategy.
Key ideas
- The described setup combines a spot long and a perpetual futures short to pursue arbitrage opportunities.
- Staking selected assets can add a second potential source of return while positions are open.
- Net return estimates should account for leverage, borrowing, fees, spreads, and interest.
- Clear trade history and closing calculations can help traders reconcile expected and realized results.
- The document provides no performance data, and market, execution, and liquidation risks remain.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.