What problem does it solve?
This Skill decodes complex crypto-derivatives markets so researchers and traders can identify arbitrage opportunities and volatility trades without manually piecing together funding rates, term structures, and option Greeks.
Core Features & Use Cases
- Funding-rate arbitrage insights: Explains how perpetual funding flows create carry trades, when to go long spot versus short perpetuals, and the risk controls around leverage, margin, and exposure caps.
- Term-structure and calendar strategies: Calculates basis, contango/backwardation regimes, and suggests cash-and-carry, calendar spread, or reverse strategies depending on futures curves.
- Options and volatility playbook: Summarizes Greeks, skew indicators, and strategies like short straddles, protective puts, iron butterflies, and volatility arbitrage with IV thresholds for BTC and ETH.
- Use Case: When OKX funding rates spike and BTC IV is elevated, use this Skill to decide between positive carry arbitrage, short volatility, or switching to calendar spreads.
Quick Start
Ask the skill to analyze current OKX funding rates and Deribit volatility for actionable arbitrage signals.