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Illya Gerasymchuk
Entrepreneur / Engineer
User Illya Gerasymchuk -

2025-04-28 00:51

Basis/carry yield in expiring futures ≈ funding rate in perpetual futures Both converge futures price with spot via an arbitrage incentive - long undervalued, short overvalued Profits are realized once at expiry for basis, and periodically for funding rate (e.g. every 8h)

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