Systematic basis and funding arbitrage.
We monetize structural pricing frictions in perpetual futures across Binance, Bybit, and OKX without taking directional exposure to cryptocurrency prices.
Zero directional beta
Every position is paired with an equal and opposite hedge across spot or perpetual markets. Broad market rallies and drawdowns net out while funding payments accumulate.
Quantitative routing
Deterministic order splitting minimizes market impact and enforces strict slippage ceilings on every leg.
Verifiable ledger
Full visibility into realized spreads, drawdown limits, and historical trade settlements.
How perpetual funding dispersion works
Perpetual futures contracts exchange periodic funding payments every 1 to 8 hours to keep contract prices anchored to spot markets. When funding rates diverge across venues, our engine captures the spread.
Five layer infrastructure
Engineered for continuous operation and automated risk containment
Market data ingestion
Order book depth, funding projections, open interest, and borrow rates streamed via colocated WebSocket feeds.
Dispersion scoring
Four language models and quantitative filters rank spread durability net of maker and taker fee tiers.
Atomic execution
Simultaneous limit and market legs across venues keep unhedged exposure windows under 120 milliseconds.
Margin & delta guard
Automated collateral rebalancing maintains a 4.2x liquidation buffer across all active accounts.
Continuous reconciliation
Real time position verification and automated unwind triggers protect capital during exchange maintenance.
Proportional settlement
Realized funding and basis profits are distributed across pool participants at every 6 hour cycle.
Inspect live strategy telemetry
Review historical Sharpe ratio, monthly return distributions, and recent trade executions.