$BTC alpha:

Making a thread for a new kind of alpha most of which exist on @FTX_Official
(mispricings of funding rates on illiquid alt perps or credit arbitrage or leverage yield harvesting whatever you want to call)
$DMG $BTC
buy sept vs sell perps
Perps funding AY 5 day avg: 198%
Sept implied funding AY: 20%
Starting bal: 1k
Account lev: 20%
Spreading 3k
Daily exp pnl: 14.6 (1.46%)
Free collateral: 700
Risk: ADL
Pro rata no.s for bigger accounts; might need quant zone to get in positions
$DMG $BTC buy sept vs sell perpsPerps funding AY 5 day avg: 198%Sept implied funding AY: 20%Starting bal: 1kAccount lev: 20%Spreading 3kDaily exp pnl: 14.6 (1.46%)Free collateral: 700Risk: ADLPro rata no.s for bigger accounts; might need quant zone to get in positions
$DMG $BTC buy sept vs sell perpsPerps funding AY 5 day avg: 198%Sept implied funding AY: 20%Starting bal: 1kAccount lev: 20%Spreading 3kDaily exp pnl: 14.6 (1.46%)Free collateral: 700Risk: ADLPro rata no.s for bigger accounts; might need quant zone to get in positions
$DEFI $BTC
buy sept vs sell perps
Perps funding AY 5 day avg: 148%
Sept implied funding AY: 4.5%
Account lev: 20%
Spreading 3* account size
Daily exp pnl: 1.18% (of account size)
Risk: ADL (lesser since DEFI is an index)
$DEFI $BTCbuy sept vs sell perpsPerps funding AY 5 day avg: 148%Sept implied funding AY: 4.5%Account lev: 20%Spreading 3* account sizeDaily exp pnl: 1.18% (of account size)Risk: ADL (lesser since DEFI is an index)
$DEFI $BTCbuy sept vs sell perpsPerps funding AY 5 day avg: 148%Sept implied funding AY: 4.5%Account lev: 20%Spreading 3* account sizeDaily exp pnl: 1.18% (of account size)Risk: ADL (lesser since DEFI is an index)
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