Hedge ratio when the notionals differ — Funding-Rate and Basis Spreads | TheNode.pro

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Funding-Rate and Basis Spreads

Hedge ratio when the notionals differ

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Funding-Rate and Basis Spreads

Course Overview

Hyperliquid

1What lesson 9 did not pin down

2Premium, impact, and the oracle

3The formula and the one-eighth

4Annualization and the 4% cap

5Oracle notional

Exchange clocks

6Bybit’s clock

8Binance, if the page can be opened

9dYdX’s hourly print

10Mixing the clocks

Pool and hybrid books

11GMX funding is per second

12GMX’s borrow fee is a second cashflow

13Drift, unresolved

The spread

14Cash and carry

15Reverse carry

16Two venues, two liquidation engines

17Hedge ratio when the notionals differ

18Fees and hours to recover

19Flips, spikes, and the caps side by side

Do not mix the books

20HIP-3 is a different formula

21Copying one print onto another venue

22One coin, three clocks

23The fee objects are not the same

24The carry worksheet

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