perp-funding-basis

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

Updated Apr 9, 2026

Search Tags:#perpetual futures #crypto #arbitrage #funding rate #open interest #carry trade #basis analysis

Ready to run

npx skills add https://github.com/JacobHsu/vibe-trading-agent --skill perp-funding-basis-jacobhsu

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: perp-funding-basis
Source: https://github.com/JacobHsu/vibe-trading-agent/tree/main/agent/src/skills/perp-funding-basis
Command: npx skills add https://github.com/JacobHsu/vibe-trading-agent --skill perp-funding-basis-jacobhsu

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Crypto derivatives traders often lack a clear, unified view of perpetual funding rates, spot-futures basis, and open interest, making it hard to time carry trades, anticipate squeezes, or spot regime changes before they turn costly.

Core Features & Use Cases

Funding Regime Alerts: Interpret 8-hour rates and their annualized counterparts to classify markets as overheated, bullish, neutral, or bearish, helping you preempt leverage extremes.
Basis & Carry Analysis: Measure spot-perp and dated futures spreads to quantify contango/backwardation and determine whether a delta-neutral cash-carry makes sense.
Cross-Exchange and Risk Lens: Contrast OKX, Binance, and Bybit funding spreads, monitor open interest motion, and summarize directional divergence signals for smarter arbitrage execution.

Quick Start

Ask the skill to review the latest BTC perp funding, basis spreads, and open interest to identify carry and arbitrage signals.

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 perpetual futures carry trade opportunities using funding rates?▼

Identify crypto perpetual futures carry trade opportunities by analyzing 8-hour funding rates, annualized counterparts, and spot-perp basis spreads. This process classifies market regimes as overheated, bullish, neutral, or bearish to determine if delta-neutral cash-carry trades are viable.

What's the best way to monitor cross-exchange funding rate spreads for crypto arbitrage?▼

Monitor cross-exchange crypto arbitrage funding spreads by contrasting OKX, Binance, and Bybit perpetual futures rates. Analyzing these platform divergences alongside open interest motion helps spot directional signals and execute smarter arbitrage strategies.

How does spot-futures basis analysis detect market regime shifts in perpetual contracts?▼

Spot-futures basis analysis detects perpetual contract regime shifts by measuring contango or backwardation spreads. Interpreting these basis signals alongside open interest changes helps traders preempt leverage extremes and anticipate potential market squeezes.

Can I use perpetual futures funding data to measure delta-neutral cash-carry profitability?▼

Yes, use perpetual futures funding data to measure delta-neutral cash-carry profitability. By quantifying spot-perp and dated futures spreads, you can calculate carry metrics and evaluate whether a delta-neutral position generates positive yield.

Why do open interest changes matter when analyzing perpetual futures funding rates?▼

Open interest changes matter in funding rate analysis because they confirm leverage build-up or unwinding. Monitoring open interest motion alongside funding regimes and basis spreads validates directional divergence signals and highlights associated risk notes.

When should I not execute a perpetual futures basis arbitrage trade?▼

Avoid executing perpetual futures basis arbitrage when risk notes indicate extreme leverage or overheated funding regimes. If open interest motion and cross-exchange divergence signals lack alignment, the delta-neutral carry metrics may not justify the associated squeeze risk.