Delivery Futures Arbitrage
Market-neutral carry strategies on dated delivery contracts: cash-and-carry, basis trade, calendar spreads and staking boost — all with live contango, backwardation and annualized basis.
Cash and Carry
Spot + quarterly futures
Buy spot, short the quarterly, lock in the contango. The classic market-neutral carry trade with annualized returns.
Open strategy arrow_forwardBasis Trade
Perpetual vs quarterly
Compare perpetual price with the quarterly contract. Long the perp, short the quarterly — both legs futures, no spot capital needed.
Open strategy arrow_forwardCalendar Spread
Near vs far quarterly
Long the near quarterly, short the far one. Captures the slope of the futures term structure — trade the curve, not the direction.
Open strategy arrow_forwardStaking Boost
Spot + quarterly + staking APY
Buy spot, stake it for APY, short the quarterly. Two income streams — contango plus staking yield — from one hedged position.
Open strategy arrow_forwardDelivery Futures FAQ
What is cash-and-carry arbitrage?expand_more
Buy the asset on spot, short the quarterly futures contract, and hold until delivery. The futures price typically trades above spot (contango); at delivery prices converge and you keep the difference as profit.
What is a calendar spread?expand_more
Long the near quarterly contract and short the far one (or the reverse). The trade captures the slope of the futures curve and is largely market-neutral to the underlying price.
How does staking boost work?expand_more
Buy spot, stake it to earn APY, and short the quarterly futures. You earn the staking yield plus the contango when the futures converge at delivery — two returns from one hedged position.