Rate arbitrage: When the funding rate is negative, go long perpetual and short quarterly; when the funding rate is positive, short perpetual and go long quarterly. Taking BNB as an example, if the rate is negative, go long perpetual contracts and receive the funding rate, and at the same time short quarterly contracts to hedge, achieve long-short hedging and receive the funding rate. Risks include premium reversal and funding rate reversal, which may result in losses as soon as the position is opened or continuous payment. The profit is the contract face value multiplied by the hourly funding rate plus or minus the premium. If you find it useful, please bookmark or forward it! Spot Contract Junyang👉@点这里 加密乘风 #BNBChainMemeCoin #OpenSea收到韦尔斯通知 #美联储何时降息？ #非农就业数据即将公布 #以太坊基金会