funding-basis-arbitrage

Name: funding-basis-arbitrage
Availability: InStock
Author: ghostof0days

Automate funding basis arbitrage workflows across spot, futures, and perpetual markets.

Updated Feb 10, 2026

Search Tags:#risk management #cryptocurrency #arbitrage #quantitative trading #funding rates #basis trading

Ready to run

npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill funding-basis-arbitrage

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: funding-basis-arbitrage
Source: https://github.com/GhostOf0days/codex-quant-skills/tree/main/funding-basis-arbitrage
Command: npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill funding-basis-arbitrage

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill automates the identification and exploitation of pricing discrepancies between spot, futures, and perpetual markets, specifically for funding-driven basis trades.

Core Features & Use Cases

Real-time Basis Analysis: Computes and monitors basis and implied funding differentials across venues and maturities.
Carry Decomposition: Estimates net carry after accounting for fees, borrowing costs, and transfer expenses.
Risk Management: Implements controls for funding exposure caps and liquidation risk circuit breakers.
Use Case: When there's a significant difference between the price of a cryptocurrency on a spot exchange and its futures contract, this skill can help identify and execute a trade to profit from that difference while managing the associated risks.

Quick Start

Run the funding basis arbitrage diagnostics script with your input data.

Frequently Asked Questions about funding-basis-arbitrage

High-intent search queries and answers about installing and using this skill.

FAQPage Schema

What is funding basis arbitrage in cryptocurrency trading?▼

Funding basis arbitrage exploits pricing discrepancies between spot, futures, and perpetual markets by executing funding-driven basis trades. It analyzes implied funding differentials across venues and maturities to profit from market dislocations while managing carry costs and liquidation risks.

How do I calculate net carry for a basis trade across different exchanges?▼

To calculate net carry for a basis trade, estimate total returns after accounting for trading fees, borrowing costs, and transfer expenses. Carry decomposition evaluates these expenses against the implied funding differentials to determine actual trade profitability.

Can I automate risk management for funding rate spikes and liquidation events?▼

You can automate risk management for funding rate spikes using liquidation risk circuit breakers and funding exposure caps. Stress testing functionality evaluates potential liquidation events to prevent catastrophic losses during extreme market volatility.

Do I need real-time market data for perpetual and futures basis analysis?▼

Real-time data is required for perpetual and futures basis analysis to accurately monitor basis and implied funding differentials. Continuous data feeds across multiple venues and maturities are essential for identifying and executing timely arbitrage opportunities.

What are the limitations of quantitative basis trading during extreme market volatility?▼

Quantitative basis trading faces limitations during extreme volatility, including sudden funding spikes and cascading liquidation events. Even with stress testing and circuit breakers, rapid price dislocations between spot and derivative markets can exceed modeled risk parameters.