QT410: Elementary Mid-Frequency Funding Arbitrage
Theory and design in the implementation of a multi-exchange, multi asset funding arbitrage enterprise in Python. Code written from scratch. Demonstration on binance - hyperliquid.
preview
FREE PREVIEWDISCLAIMER
Introduction to Funding Arbitrage
FREE PREVIEWMotivations for Funding Rate
FREE PREVIEWFunding Components; hyperliquid
FREE PREVIEWFunding Components; binance
Theoretical EV
Single-Period Decision EV
Implementation Concerns
gateway service
gateway data classes
AWS+Git+SSH setup
HTTP Client set1
hyperliquid gateway (part 1)
hyperliquid gateway (part 2) set2
hyperliquid gateway (part 3)
hyperliquid gateway (part 4)
hyperliquid gateway (part 5) set3
hyperliquid gateway (part 6)
hyperliquid gateway (part 7)
hyperliquid gateway (part 8)
binance gateway (part 1) set4
binance gateway (part 2)
binance gateway (part 3) set5
limit order book
binance gateway (part 4)
binance gateway (part 5) set6
market data class
market data class, contract oracles
trade driver, dynamic ev threshold
adjusted accrual
ev sampling
determining maker exchange
determining maker volume
registering maker orders
hedging fills
periodic hedging
take it for a spin set7
addendum
set 8