OKEx Research: High Volatility, Chance for Profit or Loss?

In the previous report, we found the volatilities of OKEx’s nine major tokens are clustering on different levels relatively. As shown below, the simultaneous tide-up and -down volatility of overall markets at recent price-up and -down got attention from the market participants. Further deeper, from the correlation report, we observed BSV’s volatility level is pretty […]

Calendar Spread Arbitrage Strategy Report

Calendar spread arbitrage is a common hedging practice that takes advantage of discrepancies in extrinsic value across 2 different expiration contracts of the same token, in order to make a risk-free profit. What is Calendar Spread Arbitrage Strategy Futures price reflects the market sentiment of the subject’s price. In the futures market, a different settlement […]

Funding Rate Arbitrage Strategy Report

An analysis of the arbitrage opportunity between the spot margin trading interest rate and perpetual swap trading funding rate. A recent 7-day trading period showed a yield of 1.66% ROI. Author: Thomas Tse, Head Quantitative Strategist of OKEx With the offering of both spot, margin, and derivatives trading at one spot, OKEx provides users a world-class […]