This work derives risk-constrained static and asymmetric dynamic collateral control rules for DeFi spot-perpetual basis trading, validated via Monte Carlo simulations and historical backtests showing dependence on funding environments.
Perpetual future contracts in centralized and decentralized exchanges: Mechanism and traders’ behavior.Electronic Markets
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Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
This work derives risk-constrained static and asymmetric dynamic collateral control rules for DeFi spot-perpetual basis trading, validated via Monte Carlo simulations and historical backtests showing dependence on funding environments.