Thematic Pillar Hub · 1 Published Briefings
Basis & Carry Mechanics institutional intelligence, quantitative benchmarks, primary regulatory filings, and market structure analysis from ETFYield Lab. Basis arbitrage and funding carry represent the cornerstone of market-neutral quantitative yield. This paper deconstructs the structural mechanics, execution formulas, and risk limits of ONEUEX NFA Exempt Pool P210055.
Curated by Claire Devon, CFA, CIPM (CFA, Certificate in Investment Performance Measurement (CIPM)) · Fact-checked by ETFYield Lab Institutional Review Board
Basis arbitrage and funding carry represent the cornerstone of market-neutral quantitative yield. This paper deconstructs the structural mechanics, execution formulas, and risk limits of ONEUEX NFA Exempt Pool P210055.
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The fund buys spot assets and sells corresponding perpetual contracts, capturing the positive funding rate paid by long speculative traders.
Key risks include sudden basis spread divergence, sustained negative funding rates, and exchange counterparty risk, all managed via strict automated bounds.
Investors can search NFA ID 0582322 on the NFA BASIC online database to verify active commodity pool status.
