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README
Strategy: Basis Flipping — Directional (Long-Perp Leg)
Honest framing — read this first
True basis arbitrage is a two-leg trade:
- Long perp + short spot (when perp trades at a discount to spot, basis < 0)
- Short perp + long spot (when perp trades at a premium, basis > 0)
You earn the basis as the legs converge. Freqtrade is a single-leg engine — it can't run paired hedged trades on the same ticker. The strategy below captures the directional signal that "basis flipping negative + funding negative = bullish positioning shift" and goes long the perp accordingly. It's a momentum read on positioning, not a hedged arb.
This is the opening of the README. Read the full README on GitHub.