Basis Trading
Spot vs Futures price difference arbitrage (Cash-and-Carry strategy)
How Basis Trading Works
- Contango (Futures > Spot): Buy spot + Short futures → profit as prices converge
- Backwardation (Futures < Spot): Short spot + Long futures → profit as prices converge
- Basis APR shows annualized return from the price difference
- Combined with funding rate, you get total yield potential
Min APR:
Type:
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