skills.rest
charliedream1
charliedream1COMMUNITY
Explore all skills by this author →
GitHub

perp-funding-basis

Analyze perpetual futures funding rates and spot-futures basis to identify carry trade opportunities.

6.1k|1.2k|Updated Jun 9, 2022
Search Tags:#crypto#funding-rate#carry-trade#open-interest#basis-analysis#cross-exchange-arbitrage
One-click install
npx skills add https://github.com/charliedream1/ai_quant_trade --skill perp-funding-basis-charliedream1
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: perp-funding-basis
Source: https://github.com/charliedream1/ai_quant_trade/tree/main/a_%E5%85%A8%E7%BD%91%E4%BC%98%E7%A7%80%E8%B5%84%E6%BA%90/10_%E5%A4%A7%E6%A8%A1%E5%9E%8B/07_skill%E5%8C%85/vibe_trading_skills/perp-funding-basis
Command: npx skills add https://github.com/charliedream1/ai_quant_trade --skill perp-funding-basis-charliedream1

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Perpetual futures funding rates and spot-futures basis are complex indicators that reveal leverage positioning and crowd sentiment; this skill provides a structured framework to analyze funding regimes and basis signals to spot carry trades and arbitrage opportunities.

Core Features & Use Cases

  • Funding rate regime detection: classify regimes (e.g., overheated long, bearish carry) and time-entry/exit signals.
  • Basis & carry-trade analysis: compute annualized basis, evaluate cash-carry strategies, and estimate potential yields.
  • Cross-exchange arbitrage: compare funding rates and basis across exchanges to exploit small spreads.
  • Risk evaluation: assess funding-rate flips, liquidation risk, and execution risk in delta-neutral strategies.

Quick Start

Run a basic scan of current funding rates across exchanges to generate a carry-trade signal.

Frequently Asked Questions about perp-funding-basis

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

FAQPage Schema
How do I identify crypto carry trade opportunities using perpetual futures funding rates?▼

Identify crypto carry trade opportunities by analyzing perpetual futures funding rates to detect overheated long or bearish carry regimes. This approach classifies leverage positioning and crowd sentiment to generate actionable entry and exit signals.

Can I execute cross-exchange arbitrage by comparing funding rates across different crypto platforms?▼

Compare funding rates and basis across exchanges to exploit small spreads for cross-exchange arbitrage. This requires accessing exchange funding rates and open interest data to output structured analyses and actionable signals.

How do I assess liquidation and execution risk in delta-neutral funding rate strategies?▼

Assess delta-neutral strategy risk by evaluating funding-rate flips, liquidation risk, and execution risk. This framework monitors leverage positioning shifts and crowd sentiment to prevent adverse outcomes during regime changes.

Do I need open interest data to detect funding rate regime shifts in crypto perpetuals?▼

Open interest data is required alongside exchange funding rates to accurately detect funding rate regime shifts. Combining these inputs allows the system to classify leverage positioning and output structured basis-driven strategy signals.

Related Skills

Explore More Finance & Accounting Skills→
0xZKnw0xZKnw

perp-funding-basis

Analyzes perpetual futures funding rates and spot-futures basis for market sentiment and delta-neutral trades.

Community
Advanced
JacobHsuJacobHsu

perp-funding-basis

Classify funding regimes and compute basis signals from perpetual futures data.

Community
Advanced
nirholasnirholas
5

market-sentiment-analysis

Synthesize on-chain metrics, derivatives positioning, and social signals into a structured sentiment assessment.

Community
Intermediate
OpenSuckerOpenSucker
15

crypto-derivatives

Analyze funding rates, futures term structure, and options volatility surfaces for crypto derivatives trading.

Official
Advanced