Learn / strategies / funding-carry

Funding carry

Harvest persistent funding differentials across books or against spot/basis hedges, with inventory and liquidation risk caps.

Regimes

Works when one-sided leverage persists; fails when funding flips or liquidity gaps on the hedge leg.

Known failure modes

Oracle/book divergence, inventory blowups, and capacity when everyone runs the same harvest.

Hyperliquid notes

Map lookbacks and costs to perp funding, HIP-3 book microstructure, and vault copyability when implementing on-chain. Evidence panels and sandbox deep links publish with the content system.

Data pipeline not live yet

  • F-LN-2 sandbox deep links
  • F-LN-3 algorithm cross-links