They would be arbed away anyway if this were not the casehttps://twitter.com/ALBACapMgmt/status/1475357374147817477 …
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short perp/long futures has generally been profitable — why?) 2. Funding rates and premiums can be persistently quite different across different exchanges. What are the main drivers of this? 3. How does options hedger demand affect funding rates and futures premiums? (eg
funding rates for ETH at deribit spiked recently compared to other exchanges — is that because of option hedger activity?)
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4. What ultimately constrains funding rates/premiums on the downside? Is it purely demand coming back, or do some players attempt the reverse funding arb?
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Another thing not clear (to me.) In the case where there are no limits to arbitrage, do we think the futures should trade at a premium or discount? Do we think the market price in a benefit or cost to holding crypto spot?
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think so!
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and we definitely said to ourselves "wow we have to be at deribit so we can arb delta-1 junk between there and everywhere else next time options people get fucked"
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