投研看剑
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$B Alpha lossless point brushing, first buy B in spot, short in contract, with equal quantity, which is equivalent to a hedging state.
B's shorts have always been taking the funding rate from the longs, while Alpha buys spot and simultaneously shorts in the contract market.
This forms a hedge to eat the contract funding rate to make up for slippage; isn't it the case that others are brushing through dozens of thousands of U in trading volume every day?
B's shorts have always been taking the funding rate from the longs, while Alpha buys spot and simultaneously shorts in the contract market.
This forms a hedge to eat the contract funding rate to make up for slippage; isn't it the case that others are brushing through dozens of thousands of U in trading volume every day?
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