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A New Perspective on Crypto: Market Neutrality

A New Perspective on Crypto: Market Neutrality

October 26, 2025

Funding Rate Arbitrage

Perpetual swaps often trade at a premium or discount to the spot index.

  • The Trade: Long Spot + Short Perpetual Futures.
  • The Yield: If the funding rate is positive (bullish market), the short position gets paid every 8 hours. This “basis trade” can yield 10-20% APR with near-zero directional risk.

On-Chain DeFi Yields

Liquid Staking Derivatives (LSDs) and Automated Market Maker (AMM) pools offer predictable yields derived from transaction fees, not speculation.

Conclusion: We treat crypto not as a lottery ticket, but as a high-velocity money market. By hedging directional exposure, we extract value from the system’s volatility rather than being victimized by it.