Arbitrage Dynamics in Perpetual Crypto Contracts

In this episode, we explore a cutting-edge research paper that challenges conventional wisdom about arbitrage in perpetual crypto markets. Using real Binance data, we unpack how a rarely discussed mechanism — the clamping function — changes the game. Discover why small price differences persist, when they are real opportunities, and what this means for traders navigating this high-leverage, fast-moving space.

Perfect for crypto enthusiasts, market theorists, and anyone curious about the hidden mechanics shaping digital asset pricing.

Find the full research paper here: https://community.quantopian.com/c/community-forums/arbitrage-in-perpetual-contracts

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.