无风险套利策略,半神半木夏的吃费率大法,年收益居然远超膏利贷 #交易策略 #套利 #okx #策略广场
Summary
TLDR本视频介绍了一种名为“吃费率”的无风险套利策略,通过利用永续合约和现货之间的资金费率差异来获取稳定收益。视频中详细讲解了三种套利方法:结合永续合约和现货、永续合约与货币杠杆结合、永续合约与交割合约结合,并通过实例演示如何在Okx平台上操作。强调了选择稳定费率货币的重要性,并提醒观众注意资金费率的结算时间,以确保套利成功。
Takeaways
- 🧐 视频介绍了一种名为“吃费率”的风险较低的收益方式,即通过利用合约的费率来获得收益。
- 💡 通过结合永续合约和现货,可以在费率为正时通过持有现货并开设等值的空仓来获得费率收益。
- 📈 如果比特币永续合约的费率相对稳定,持有100个比特币一年,费率维持在0.1%,年收益可达109.5个比特币。
- 💼 费率是连接永续合约和现货价格的工具,当费率为正时,多头需向空头支付费用,反之亦然。
- 🔄 费率每8小时结算一次,选择稳定费率的货币进行操作可以降低风险。
- 💹 即使账户资金不多,如1000U,也可以进行费率套利,尤其是在Okx推出双腿下单策略后,降低了操作成本和交易风险。
- 📊 第二种套利策略是结合永续合约和货币杠杆,套利公式为资本费收益减去杠杆利息和交易费。
- 📈 通过Okx平台的策略交易按钮,可以设置套利订单,选择稳定的货币进行长期持有以获得稳定利润。
- 🔄 短期套利可以选择高费率的货币进行操作,但要注意不同货币的杠杆限制和费率变化。
- 🚀 第三种套利方法是结合永续合约和交割合约,节省了杠杆利息成本,通过选择不同交割时间的合约进行对冲。
Q & A
什么是无风险利率套利?
-无风险利率套利是一种通过利用不同金融产品间的利率差异来获取利润的策略,通常与银行存款利息相比,可以获得更高的年化收益,且风险较低。
如何通过永续合约和现货进行无风险利率套利?
-当永续合约的费率是正数时,如果你持有现货,可以在永续合约中开同等价值的空仓,从而获得资金费率。
比特币永续合约的资金费率保持正0.1一年,拥有100个比特币的账户一年后的利润是多少?
-利润计算为0.1%乘以3倍乘以365天再乘以100,等于109.5个比特币,最后减去交易手续费即是最终的套利收入。
资金费率是什么,它如何影响交易?
-资金费率是一种用于平衡永续合约价格与现货价格的工具,如果资金费率是正的,那么多头需要支付给空头费用;如果资金费率是负的,空头则需要支付给多头费用。
Okx推出的“双腿下单”策略有什么优势?
-“双腿下单”策略可以降低操作成本和交易风险,适合使用一些闲置资金进行套利。
使用杠杆进行套利时,需要注意什么?
-使用杠杆时,资本费的收入必须大于需要支付的杠杆利息和开平仓的交易费用,才能获得利润。
如何确定永续合约的多空方向进行套利?
-根据当前的资金费率和对未来资金费率正负情况的预测,然后同时在永续合约和现货市场进行相反方向和等值的两笔交易,实现资金费率的套利。
为什么选择比特币或其他主流货币进行长期套利?
-比特币和其他主流货币的资金费率相对稳定,不会频繁在正负之间变化,且市场深度较好,降低了套利风险。
短期套利时,如何选择货币对?
-短期套利可以选择资金费率较高的货币对进行永续合约,因为资金费率越高,可以套利的利润就越多。
如何通过永续合约和交割合约结合进行套利?
-通过将货币杠杆替换为交割合约,节省了杠杆利息成本,无论市场涨跌,两个方向的仓位收益可以相互抵消,资金费率每天收取三次。
Okx的策略交易生态有哪些特点?
-Okx越来越注重策略和交易生态的建设,从网格策略、马丁格尔策略、定投策略到策略广场的多样化,为交易者提供了多种经过市场验证的成熟交易工具。
Outlines
💼 风险低的费率套利方法
本段视频脚本介绍了一种风险极低的套利方式,即通过吃费率来获得稳定收益。提到了Hanki Xia经常提及的“吃费率”,即通过持有现货并在永续合约中开同等价值的空仓来赚取费率。如果费率保持正数,就可以获得资金费率。以比特币永续合约的费率为例,如果账户中有100个比特币,并且费率全年保持正0.1%,那么一年后的收益将是0.1%乘以3次乘以365天再乘以100,等于109.5个比特币,减去交易手续费后即为最终套利收入。此外,还提到了资金费率的概念,即永续合约和现货价格之间的价差,以及资金费率的计算和收取方式。对于资金不多的账户,如1000U,也可以考虑进行费率套利,特别是Okx推出的双腿下单策略,可以降低操作成本和交易风险。
🔄 永续合约与交割合约的套利策略
第二段视频脚本进一步介绍了使用永续合约和货币杠杆结合的套利策略,以及永续合约与交割合约结合的套利方法。套利公式为资本费收益减去杠杆利息再减去交易手续费等于最终套利收入。与第一种套利策略相比,货币杠杆会多出一个杠杆利息。举例说明了如何使用1000U的5倍杠杆进行套利,并强调了使用杠杆时,资本费收益必须大于需要支付的杠杆利息和开平仓的交易费用。此外,还介绍了如何通过Okx平台进行策略交易,包括选择套利目标、设置套利订单等。最后,提醒观众注意Okx平台对策略和交易生态的重视,鼓励观众使用市场验证过的成熟交易策略,并关注更多盈利的交易系统。
Mindmap
Keywords
💡费率
💡无风险收入
💡永续合约
💡资金费率
💡套利
💡杠杆
💡现货市场
💡策略交易
💡资金费结算
💡交割合约
💡Okx
Highlights
欢迎来到投机实验室,探讨如何通过吃费率实现无风险收入。
吃费率是一种安全的增加账户价值的方式,年收益可能数十倍于银行存款利息。
介绍三种实用的资金费率套利方法,适用于日常交易。
结合永续合约和货币现货的套利方法,操作简单,当永续合约费率为正时,持有现货并开同等价值的空仓。
假设比特币永续合约资金费率相对稳定,账户有100个比特币,费率维持正0.1一年,年收益可达109.5个比特币。
资金费率是连接永续合约和现货价格的工具,用于平衡价格。
资金费率的收取是每8小时一次,正负取决于多头或空头。
即使账户资金不多,如1000U,也可以进行费率套利,尤其是当Okx推出双腿下单策略时。
介绍第二种套利策略,使用永续合约和货币杠杆结合套利,公式为资本费收益减去杠杆利息和交易费。
使用杠杆时,资本费收益必须大于杠杆利息和开平仓的交易费用。
根据当前资金费率和预测下个资金费率的正负情况,确定永续合约的多空方向,同时在永续合约和现货市场进行相反方向和等值的两笔交易。
选择Okx策略交易按钮,进入策略广场页面,点击组合套利按钮,设置套利订单。
选择套利目标时,若想长期持有仓位赚取稳定利润,应选择资金费率稳定的货币。
选择小市值货币时要注意资金费率频繁变化的风险,以及小市值货币的深度较差可能导致的套利风险。
短期套利时,可以选择资金费率高的永续合约货币,但要注意杠杆限制和资金费率的结算时间。
第三种方法是结合永续合约和交割合约进行套利,节省了杠杆的利息成本。
以LTC/USDT交易对为例,左腿选择3倍永续合约做空,右腿选择3倍周合约做多,注意交割合约的交割时间。
分享了三种费率套利方法,丰富了策略库,增加了交易工具。
Okx越来越重视策略和交易生态,从网格策略、马丁格尔策略、定投策略到策略广场,希望用户能找到适合自己的交易工具。
Transcripts
Yo, here I come
. Welcome to the Speculation Lab
. I often see the demigod Hanki Xia saying that you eat the fee rate and eat the fee rate.
If you want risk-free income, you can eat the fee rate
. Then the question arises.
How to eat the fee rate
and how to operate to be risk-free. Here
we are In
this issue, let’s talk about the risk-free case of rates
. This is
a
way to add value to an account that is as safe as depositing interest in a bank
, but the annual profit will be dozens of times higher than that of the bank
. Remember to click the subscribe button and stick to
it until the end. Behavior may save your wallet
for many years. There are three practical
arbitrage methods suitable for daily transactions in the
funding rate. Among them
, the arbitrage method combining perpetual contract and currency spot is used by the demigod. The
operation is very simple
, that is, the rate of perpetual contract When it is positive,
if you hold the spot
, you can open
an empty order of equivalent value in the perpetual contract
, so that you can get the funding rate.
Assuming that
the funding rate of the Bitcoin perpetual contract is relatively stable,
your account has 100 bitcoin
funds The fee rate has been maintained at a positive 0.1 for a whole year,
and
the profit of 100 bitcoins in the account after one year is
0.1% multiplied by 3
times 365 and then multiplied by 100
, which is equal to 109.5 bitcoins,
and finally minus the transaction
The handling fee is
equal to the final arbitrage income
. At the current price of 28,000 US dollars per bitcoin, such a
large amount of funds doubles every year
. Needless to say, compared with bank interest, the income is higher than
that of usury . The concept of capital rate is not difficult to understand
. Do Friends who have contracted should know
that
there is a price difference between the price of the perpetual contract and the price of the spot.
In order to anchor the price of the spot
, there is a funding rate.
This tool to balance
prices, if the funding rate is positive,
then the long-term On the contrary
,
when the funding rate is negative,
the short
seller must pay the long trader a fee. The fee
paid is equal to the position multiplied by the funding rate
. The funding fee will be charged three times a day
. This is what we Affordable rates.
Some people say that the account funds are not much
. There is only 1,000U. Is there any need for rate arbitrage
? In fact
, it is also possible , especially when Okx launched the strategy of
placing orders with two legs.
It reduces the operating cost and reduces the transaction risk
.
It is a good choice to use some idle funds for arbitrage.
Next, we will introduce the second arbitrage strategy
, using perpetual contracts and currency leverage
to combine arbitrage
. The formula for arbitrage is the return on
capital fees Subtracting the leverage interest
and then subtracting the transaction fee
is equal to the final arbitrage income.
Compared with
the first arbitrage strategy
, currency leverage will have one more leverage interest
than currency spot
. For example, if you open an account with 5 times the leverage of 1,000U, the value of
The increased capital of 5,000U
is equivalent to the trading platform
providing you with an interest-bearing loan
. Therefore, when using leverage
, the income from the capital fee
must be greater than the leverage interest to be paid
and the transaction fees for opening and closing positions
. Profit
: Determine the long-short direction of the perpetual contract based
on the current funding rate and the forecast of the positive or negative situation of the next funding rate , and then conduct two
transactions with opposite directions and equal value
in the perpetual contract and the spot market
at the same time . To realize the arbitrage of the funding rate
, we open Okx
and find the
strategy transaction button in the transaction to go to the strategy square page
. Find the combination arbitrage button in the creation strategy
and click the arbitrage order
to set the arbitrage order.
We first select the arbitrage target
. If you want To hold a position for a long time
and earn a stable profit
, try to choose some currencies with stable rates.
We can find the historical rate of the funding rate on the Okx data page
to see which currency has a relatively stable historical rate
, such as Bitcoin. And some mainstream currencies with large market capitalization. The rates of
these currencies will not change frequently between positive and negative.
If you choose those currencies with small market capitalization
, the current rate may be high
, but because the rate changes 3 times a day
, if you are negligent
for a while If the rate changes from positive to negative, it becomes the rate that you are eaten by the enemy.
At the same time
, the depth of small currencies is relatively poor
. If the position is re
-opened and
closed , it will take a certain amount of time to be digested by the market
, which is prone to arbitrage risks
. Short-term arbitrage As an example,
we can open the currency menu bar in the upper left corner
and click the top-to-bottom arrangement button of the funding rate
, so that we can choose those
currencies with high funding rates for perpetual contracts. The higher
the funding rate, the more profit you can arbitrage.
High For example, choose the currency
with the highest funding rate here. Due to the leverage restrictions of different currencies,
we must first select the 3 times leveraged
USDT margin model on the right leg
, and then change the leverage of the perpetual contract on the left leg
to the same 3 times because of
the funding fee.
The rate is positive, and the short
position can get the funding rate given
by the long position. Therefore, we need to short the perpetual contract on the left leg.
The price generally chooses the market price
or the limit price entered by ourselves.
The market price is the current market price for timely transactions
. After the selection is completed, you can see it. The platform automatically
calculates the price difference between the left and right legs
. If you enter a limit order with the same price,
there will be no price difference.
However, the limit price
is prone to the risk of different transactions between the left and right legs
. Here we choose the market price transaction,
two legs After the quantity is entered as 1,000
and the setting is complete
, click on the double leg order strategy to start running the example
. After the order is placed, you can find your order
in the current position column
. It should be noted that
the order
is still held
only at the time node of the settlement of the capital fee Funding fees can only
be paid or collected. If the position is closed before the funding fee settlement time node, no funding fee
will be paid or received during this period.
The default of Okx’s perpetual contract is
to settle the funding fee every 8 hours,
respectively at UTC 0 The third
method is to combine the perpetual contract with the delivery contract.
The arbitrage is very simple
. It just replaces the currency leverage with the delivery contract,
which saves the interest cost of the leverage
. Let's use an example to understand this arbitrage method
. LTC /USDT trading pair as an example,
the left leg chooses 3 times the perpetual contract to go
short, and the right leg chooses 3 times the weekly contract to go long
. One thing to note
is that the delivery time of the weekly delivery contract is relatively short
. Remember
to move the position before delivery.
Entry method selection
Enter 1,000 for
the market price
and quantity amount
, so that no matter whether the market is rising or falling, the position gains in
the two directions will offset each other . The funding fee is also charged 3
times a day. Well,
I will share with you the three methods of rate arbitrage.
Congratulations to your strategy library.
There is one more trading tool.
In the end, I have to say that Okx
has paid more and more attention to the strategy and trading ecology
. From the grid strategy, martingale strategy , fixed investment strategy to the current variety of strategy squares
, I hope
you
can use these that have been
verified by the market. In the mature trading strategy,
find the trading tools that apply to you , check whether you click the subscription button
, so as not to miss a more profitable trading system
good morning good afternoon good night bye bye
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