perp-funding-basis

Analyze crypto funding rates by monitoring perpetual futures and spot-futures basis to identify market sentiment and execute delta-neutral carry trades. This process detects funding rate regimes and potential squeeze risks.

Monitor perpetual futures basis by calculating the spread between spot positions and perpetual futures contracts. This identifies market sentiment, detects crowding, and highlights potential squeeze risks in crypto derivatives.

Cross-exchange arbitrage exploits funding rate spreads across different crypto exchanges. By identifying and capturing these spreads, you can maximize delta-neutral yield without taking directional market risk.

Classify funding rate regimes by analyzing perpetual futures data to detect market crowding and potential squeeze risks. This regime classification supports crypto derivatives market microstructure research and sentiment analysis.

Yes, you need integration with exchange public APIs to retrieve real-time funding, open interest, and price data. This live data is required to monitor basis trades and identify cross-exchange arbitrage opportunities.

Yes, you can calculate cash-carry strategy yields for BTC-USDT by balancing spot positions with perpetual futures. This delta-neutral approach captures funding yields while mitigating directional price exposure.