Hypotheses
OKX Perpetual–Quarterly Basis Reversion
A low-frequency calendar-spread strategy adapted from the source’s near-versus-distant futures hedge. Trade equal-notional opposite positions in the OKX BTC perpetual and currently listed quarterly contract. Enter only…
Hypothesis
A low-frequency calendar-spread strategy adapted from the source’s near-versus-distant futures hedge. Trade equal-notional opposite positions in the OKX BTC perpetual and currently listed quarterly contract. Enter only on large, volatility-gated annualized basis dislocations; no averaging or martingale adds.
Analysis
带你学习硬核策略 之 「C++ 版 OKEX合约对冲策略」
Backtest and paper results are hypothetical. Trading involves risk of loss.