crypto-derivatives

Perpetual funding-rate arbitrage is planned by using funding-rate signals to structure trades with specific risk controls. The framework applies clear constraints on leverage, margin, and positions to generate actionable execution steps for BTC and ETH.

Trading crypto term-structure contango and backwardation requires analyzing basis metrics to identify market regimes. The framework provides structured guidance for executing trades on OKX and Deribit with defined leverage and margin constraints.

Crypto options strategies like short straddle, iron butterfly, and protective puts are supported on Deribit through parameter guidelines. The framework encodes volatility arbitrage into actionable steps with strict constraints on margin and positions.

Risk management for BTC and ETH derivatives on OKX and Deribit is handled by encoding daily monitoring metrics and clear constraints on leverage, margin, and positions. A decision tree adapts strategy selection to changing market regimes.

A decision tree for strategy selection is provided to adapt crypto derivatives trading to changing market regimes. It maps daily monitoring metrics to actionable steps, ensuring perpetual, term-structure, and options strategies maintain disciplined risk controls.

Current spot, funding rate, and futures data are required to generate a recommended crypto-derivatives strategy and risk controls. This input drives the structured analysis for perpetual arbitrage, term-structure trading, and options execution.