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README.md

Documentation & Insights

This directory contains analysis, findings, and insights from working with funding rates and delta neutral strategies.

Contents

  • insights.md - Comprehensive analysis of delta neutral funding arbitrage reality
  • findings/ - Specific findings from data analysis (coming soon)
  • examples/ - Real-world examples and case studies (coming soon)

Key Takeaways

  1. Testnet data is not suitable for strategy development
  2. Real funding arbitrage requires 4+ exchanges and significant capital
  3. Returns are modest (5-15% APR) after costs, not the 500% shown in testnet
  4. Most retail traders are better off with simpler strategies

Contributing

When adding new insights:

  • Base them on real data, not speculation
  • Include specific numbers and examples
  • Be honest about limitations and risks
  • Focus on actionable information