#套利交易策略 Perpetual Contract Funding Rate Arbitrage

Go long and collect funding rate income when the funding rate is negative. Strategy logic: When the market is extremely bearish, causing the funding rate to drop below -0.1% (interest calculated over 8 hours), go long while hedging against spot risk. Data shows that during the Bitcoin crash in January 2024, this strategy achieved a weekly return of 1.2%. Key parameters: 1) Choose mid-to-small cap cryptocurrencies with large funding rate fluctuations; 2) Avoid hedging failure due to forced liquidation in extreme market conditions; 3) The best operating period is to enter when the funding rate maintains the same direction for three consecutive periods.