Can any of you explain to me why the spread is so large in bitcoin futures vs spot? Blah blah blah counterparty risk or whatevs but even the CME futures look like an arbitrage opportunity. Is the margin call risk /really/ that high?
-
this is the best answer I’ve seen in the replies; while a no-brainer, the trade is capital intensive with barriers to entry that, ironically, favor the retail punter (with a vpn)
Here's some good data on roll date timing if you actually plan on undertaking this:https://coinmetrics.io/improving-your-futures-roll-an-overview-of-the-basis-trade/ …
