#SpotVSFuturesStrategy
🔹 1. Spot-Futures Arbitrage
Objective: Earn risk-free or low-risk profit from price differences between spot and futures.
✅ Basic Steps:
1. Buy Spot (when futures are in premium – contango)
2. Short Futures (sell same amount in futures)
3. Hold until futures expire.
4. Profit = Futures premium - fees
✅ Example:
BTC spot = $60,000
BTC 1-month futures = $61,200
Difference = $1,200 (2% profit)
📌 This is called "cash-and-carry arbitrage"
🔹 2. Reverse Arbitrage
When futures trade at a discount (called backwardation.
1. Short Spot
2. Long Futures
3. Profit from convergence at expiry.