Crypto Perpetual Funding Rate Economics & Basis Carry Analysis
Crypto Perpetual Funding Rate Economics & Basis Carry Analysis: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). Analyze the microstructure economics of BTCUSDT perpetual futures funding rates. Characterize funding rate statistical properties, fit an…
The task
Analyze the microstructure economics of BTCUSDT perpetual futures funding rates. Characterize funding rate statistical properties, fit an Ornstein-Uhlenbeck model, compare behavior across market regimes, and quantify the expected return and risk of a basis carry trade via Monte Carlo simulation.
Part of codeslord/skilltrainbench-public.