crypto-derivatives

Perpetual funding-rate arbitrage is a crypto-derivatives strategy that captures the funding rate paid between long and short traders to maintain price parity. This Skill generates research-ready analysis and position sizing templates to construct and monitor these arbitrage trades on BTC and ETH markets.

To build a backtest-ready crypto derivatives strategy, provide a research plan focusing on funding-rate arbitrage, term-structure trading, or options. This Skill outputs structured artifacts including market snapshots, risk warnings, decision frameworks, and daily monitoring metrics for BTC and ETH on exchanges like Deribit and OKX.

Yes, this crypto derivatives analysis supports term-structure trading by evaluating contango and backwardation market regimes. It provides calendar-spread templates and required metrics to help you assess futures basis and construct backtest-ready trading strategies.

You can use this Skill to analyze crypto derivatives options strategies by evaluating Greeks, skew analysis, and volatility forecasting. It synthesizes these metrics to generate research-ready insights and selection guidelines specifically for BTC and ETH options.

Monitoring crypto derivatives risk requires data on funding rates, futures basis, and implied volatility. This Skill uses these inputs to produce daily monitoring metrics, structured decision frameworks, and risk warnings for BTC and ETH positions across supported exchanges.

This crypto derivatives playbook focuses strictly on research and backtest-ready analysis rather than live execution. It is limited to BTC and ETH markets on exchanges such as Deribit and OKX, meaning strategy outputs require manual implementation and ongoing risk monitoring.