
飞凡|Jun 03, 2025 02:30
Share a few obscure trading arbitrage strategies
1. Weekend arbitrage
Traditional market making teams exit on weekends, and the BTC/ETH per basis and spot prices often widen on Sunday nights;
After the market opened on Monday, the large funds quickly converged and returned to the market to pull back the price difference.
On Sunday night, check the price difference and open the exchange to compare spot prices and perpetual contracts (PERPs)
If PERP is more than 0.8% more expensive than spot, it means a gap has emerged. Choose a platform that can handle both spot and contract transactions: Binance, OKX, Bybit, or any other platform.
At the same time, open a short position on PERP and buy an equal amount of spot goods, so that the price fluctuations offset each other. Only bet that the 0.8% price difference will converge. If the price difference falls below 0.2% on Monday, close the position on both sides.
2. Unlock pre event driven hedging
During the first 10 to 7 days before unlocking large tokens, the fee rate for short funds often jumps up; Quickly reset to zero on the day of unlocking or the next day.
Create an unlock schedule as a calendar reminder using the TokenUnlock API.
T-7 days before unlocking: borrow spot goods → open short PERP, pair and lock positions; Earn capital fee
Level the PERP and spot within 24 hours after unlocking.