What you'll be able to do
- List the carry costs on each leg of a stock pair and of a perp pair.
- Calculate a pair's carry over a holding period in both systems.
- Explain why the baseline funding rate cancels in a balanced pair, and what is left over.
Module 2 · Lesson 6 · 9 min
Perp Friction vs Equity Borrow
This course is for members.
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