What problem does it solve?
The skill condenses disparate funding rates, futures curves, and options greeks into actionable guidance so traders can avoid mispricing and keep risk tolerances within bounds.
Core Features & Use Cases
- Perpetual Funding-Rate Arbitrage: highlights positive and negative carry windows, quantifies annualized returns, and flags leverage, margin, and stop-loss guardrails.
- Term-Structure Trading Guidance: measures contango, backwardation, and annualized basis to recommend cash-and-carry, calendar, or reverse calendar spreads when the curves align.
- Options and Volatility Analysis: interprets greeks, risk reversals, and IV skews to select between short straddles, protective puts, iron butterflies, or volatility arbitrage strategies.
- Use Case: Evaluate BTC and ETH funding rates, quarterly-futures basis, and 25Δ risk reversal to choose between funding arbitrage, calendar spreads, or protective puts for the coming week.
Quick Start
Ask the crypto-derivatives skill to review current funding rates, term structure spreads, and options greeks to outline the best defensible strategy.
