Skip to content
All library documents

Using a Research Environment to Analyze Spot–Futures Hedging

Article FMZ digest · Author: 发明者量化-小小梦
Read the original

Summary

This tutorial introduces spot–futures hedging as a form of spread trading and uses a research environment to examine an example trade. The example concerns opening and closing a hedge between BTC/USDT spot and a quarterly futures contract, with separate notebooks described in Python and JavaScript.

The document’s main contribution is an educational workflow for studying the mechanics of a hedge through analysis of a backtest. It does not explain the notebooks’ calculations or report trade results, so readers cannot assess hedge sizing, execution assumptions, funding or basis behavior from the text alone. Its scope is therefore an introduction to using a research tool to explore the process, rather than a complete treatment of spot–futures strategy design or performance.

Key ideas

  • Spot–futures hedging is presented as trading the price difference between the two instruments.
  • The example studies an opening and closing sequence involving BTC/USDT spot and quarterly futures.
  • The analysis is offered in both Python and JavaScript notebook formats.
  • The document gives no detailed calculation method or performance evidence in its text.

Tags

CryptoFuturesSpot marketsArbitrage

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.