MARKET-NEUTRAL
BY DESIGN.
One asset, two offsetting sides. The objective is to isolate funding carry while controlling directional exposure and execution risk.
Identify opportunity
Normalize spot price, perpetual mark, current funding, basis, liquidity, depth, and venue status.
Construct hedge
Target offsetting economic exposure across the Robinhood token and the corresponding perpetual market.
Maintain exposure
Monitor route integrity as market conditions, margin requirements, and venue health evolve.
Rotate capital
When a route’s risk-adjusted carry deteriorates, compare available alternatives before allocation can move.
DATA TO ALLOCATION
Venue-specific schemas remain isolated behind adapters. The interface consumes one normalized market model.
MarketAssetIdentity · prices · funding · basis · liquidity · freshnessSpot and perpetual exposures can diverge. Margin, liquidation, venue, oracle, liquidity, halt, and smart contract risks remain.
Annualized funding is derived from the current interval. It is not a forecast and should not be read as vault APY.
The interface does not fabricate deposits, TVL, returns, transactions, or eligibility. Missing protocol data stays unavailable.
TEST THE STRATEGY.
Use live spot, perp, funding, and basis inputs to construct an indicative position.