perp-funding-basis

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

Updated Jul 29, 2026

Search Tags:#derivatives #trading #crypto #arbitrage #funding-rate #basis-trade

Ready to run

npx skills add https://github.com/santoosaraujo/vibe-trading-claude --skill perp-funding-basis-santoosaraujo

💬 Prompt for ChatGPT / Claude Chat▼

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

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill addresses the complexity of monitoring perpetual futures funding rates and spot-futures basis, which are critical for identifying market sentiment and executing delta-neutral carry trades.

Core Features & Use Cases

Funding Rate Analysis: Classifies market regimes (e.g., overheated long/short) based on 8-hour funding rate history.
Cash-Carry Arbitrage: Provides the logic to calculate and execute delta-neutral strategies by longing spot and shorting perpetual futures.
Cross-Exchange Monitoring: Enables identification of funding rate spreads across different exchanges to optimize yield.

Quick Start

Use the perp-funding-basis skill to analyze the current funding rate regime and carry trade potential for BTC-USDT.

Frequently Asked Questions about perp-funding-basis

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

FAQPage Schema

What is a perpetual futures funding rate basis trade?▼

A perpetual futures funding rate basis trade is a delta-neutral strategy that captures carry yields by longing spot assets and shorting perpetual contracts. This skill calculates the spot-futures basis to identify and execute these arbitrage opportunities.

How do I analyze crypto funding rates for delta-neutral carry trades?▼

To analyze crypto funding rates for delta-neutral carry trades, this skill classifies market regimes using 8-hour funding rate history. It detects leverage extremes and calculates spot-futures basis to identify viable arbitrage spreads.

Can I monitor funding rate spreads across different crypto exchanges?▼

Yes, you can monitor funding rate spreads across different crypto exchanges. This skill enables cross-exchange monitoring to identify funding rate discrepancies and optimize yield for delta-neutral carry strategies.

Do I need exchange APIs to retrieve real-time funding data for analysis?▼

Yes, you need exchange APIs to retrieve real-time funding data. This skill requires integration with exchange APIs to fetch live funding rates and open interest metrics for accurate market sentiment analysis.

How does funding rate history indicate overheated long or short market regimes?▼

Funding rate history indicates overheated long or short market regimes by tracking 8-hour payment intervals. This skill classifies these extreme leverage conditions to help traders assess market sentiment and potential trade setups.

What are the limitations of using funding rate arbitrage in crypto derivatives?▼

Limitations of using funding rate arbitrage in crypto derivatives include dependency on continuous exchange API connectivity for real-time data. Traders must also account for execution risks and exchange-specific funding intervals when monitoring spreads.