Model A.

Risk-free arbitrage is systematically executed utilizing strategic mechanisms involving perpetual contracts and spot hedging to capitalize on market inefficiencies.
High-frequency detection and multidimensional data analysis optimize arbitrage opportunities.
In times of extreme market volatility or insufficient liquidity, hedging may not be fully executed, posing a risk of capital loss.
Return (MTD*) +1.23%

Active Portfolios: 3

Return (30-day): 2.45%

Sym FundingRate APY(30D) WinRate NegRet Act CapRatio RetCnt EntryInd ExitInd Start Dur(D) St Time
Live Trading Data
Data updated at: April 20, 2024, 08:00 AM (12 hours delayed)
Act.
Obs.
Loading...
Loading...
Loading...
Loading...