Chrome Extension Coming Soon • 🚀 Crypto Perpetual Futures Strategies
Advanced trading strategies backed by peer-reviewed academic research. Professional-grade techniques for cryptocurrency perpetual futures, funding rate arbitrage, and basis trading.
Based on perpetual futures pricing theory (Ackerer et al., 2023)
1h - 8h
85-95%
Profit Example:
ETH funding: Binance +0.01% vs dYdX -0.005% = 0.015% per 8h = 16.4% APY
Traditional arbitrage theory applied to crypto derivatives
1W - 3M
90-98%
Profit Example:
BTC spot $45k, 3M futures $47k = 4.4% basis = 17.8% annualized
Perpetual futures two-factor model (logarithmic basis + price-volume)
2W - 6M
70-80%
Profit Example:
Dec futures 5% premium vs Mar 2% = spread compression profit + roll yield
Market microstructure inefficiencies in fragmented crypto markets
1m - 1h
75-85%
Profit Example:
BTC: CEX $45,000 vs DEX $45,200 = $200 profit per BTC (minus fees)
Options pricing theory and volatility smile dynamics
1D - 2W
65-75%
Profit Example:
ETH options: 80% IV vs 60% realized = volatility premium capture
Category momentum in crypto analogous to industry momentum in equities
1W - 4W
60-70%
Profit Example:
DeFi tokens +15% vs Layer-1 -5% over 4 weeks = 20% spread capture
Path-dependent funding rates and infinite-horizon BSDEs
1D - 1W
55-65%
Profit Example:
Steep funding curve: 1h 0.01% vs 8h 0.005% = curve flattening profits
Perpetual Demand Lending Pools (PDLPs) theory
1h - 1D
70-80%
Profit Example:
GMX funding 0.05% vs Binance 0.01% = 4% annual spread