alpha signal: ZRO funding arb on hyperliquid_perp
$ZRO
realistic apy 12.3%, headline 23.7%. capital range $5k to $375k. 1x leverage.
long zro on the spot venue identified by the scanner, short zro perp on hyperliquid. capture the funding rate spread between the two legs. no leverage, just the basis.
why this might disappear: funding flips or the spot venue dries up before you get filled.
risks
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funding based on 24 historical samples and can flip before position is opened
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requires manual spot/perp hedging and exchange custody risk
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spot leg identified from hyperliquid yield data; live liquidity and borrow limits must be checked
a funding arb that lives or dies on execution speed.
what’s your real fill for this pair?
full deep digest at falsifylab.substack.com
#ZRO #DeFiYield #OnchainAlpha
Originally published on FalsifyLab Substack.
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