How automated market neutral yield works.
Institutional arbitrage desks have captured perpetual funding spreads for years. Our infrastructure automates the entire pipeline for your portfolio.
Five stage execution lifecycle
Continuous multi venue telemetry
Colocated feeds ingest order book depth, funding rate projections, and open interest across Binance, Bybit, and OKX every millisecond.
Multi model signal consensus
Grok 4.7, Claude Opus 5.5, GPT-6.2, and DeepSeek V4.1 evaluate spread persistence and filter out transient noise before any order is staged.
Market neutral position pairing
The execution engine opens matched long spot and short perpetual positions simultaneously, locking in the funding differential with zero directional exposure.
Automated funding collection
Every funding interval, the hedged portfolio collects net carry payments from overleveraged directional traders.
Daily compounding settlement
Realized yield is credited proportionally to pool participants and automatically compounded into subsequent cycles.
When crypto prices rally
Long spot holdings appreciate while the short perpetual leg offsets price movement. Crowded long demand pushes funding rates higher, increasing net carry paid to the pool.
When crypto prices correct
Gains on the short perpetual hedge offset spot price declines, preserving principal in USD terms while capturing volatility spread dislocations.
Verify live execution data
Explore real time trades and test historical allocations in the public simulator.