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Crypto Derivatives Strategies

Guides the agent through crypto perpetual funding-rate, futures term-structure, and options strategy analysis

Source Download skill
Repository
HKUDS/Vibe-Trading
Stars
37,433
Licence
MIT
Files
1 file

What it does

This skill gives the agent a reference playbook for crypto derivatives trading, covering perpetual-contract funding-rate arbitrage, futures term-structure (contango and backwardation) analysis, and options strategies such as volatility smile and Greeks analysis, mainly on OKX and Deribit. Once installed, the agent can explain these concepts, interpret funding-rate levels as signals, compute basis and annualized basis from prices, and walk through options structures like short straddles, protective puts and iron butterflies with suggested parameters. It is educational and analytical guidance; it does not place trades on its own.

Great for

  • Traders or analysts who want a structured explanation of crypto funding-rate and basis arbitrage
  • Students learning how perpetual futures, futures curves and options Greeks work in crypto markets
  • Developers building a crypto analysis tool who want a starting point for basis and annualization formulas

Skip it if

  • People expecting guaranteed or low-risk returns: the file itself notes margin liquidation, funding reversals, basis moves and exchange risk, and the parameter suggestions are not validated performance claims
  • Beginners using high leverage or options without understanding margin; the file's own examples (short straddles, iron butterflies) carry significant loss potential
  • Anyone needing live market data or current exchange rates: the skill is static text and does not fetch prices

Try asking

  • “Explain how funding-rate arbitrage works on OKX and when a 0.03% funding rate would be considered attractive”
  • “Calculate the annualized basis for BTC futures expiring in June and September given a spot price”
  • “Walk me through the Greeks of a BTC option and how Gamma behaves near expiry”
  • “Compare a protective put and a short straddle for a long-term BTC holder in a bull market”
Step-by-step guide: how to use Crypto Derivatives StrategiesInstall, first run, examples, tips and FAQs

Install in 3 steps

  1. 1

    Download the skill

    The ZIP contains the 1 original files, the MIT licence and an attribution note.

    crypto-derivatives.zip
  2. 2

    Add it to your agent

    Claude Code (all projects)

    mkdir -p ~/.claude/skills && unzip crypto-derivatives.zip -d ~/.claude/skills/

    Claude Code / Agent SDK (this project only)

    mkdir -p .claude/skills && unzip crypto-derivatives.zip -d .claude/skills/

    Claude apps (web/desktop): Settings → Capabilities → Skills → Upload skill, and choose the ZIP.

  3. 3

    Ask for the task

    No special command needed — the agent reads the skill's description and loads it when your request matches. Try one of the prompts above.

Get better results

  • Treat the numeric thresholds (funding bands, IV levels, margin ratios) as illustrative defaults and verify them against current exchange documentation and market data before acting
  • The included Python snippet uses pandas and needs a fresh spot and futures price input; supply live data yourself rather than relying on the agent to guess it
  • Ask the agent to state the risks alongside any strategy it describes, since the file lists risk points for each approach

What's inside

  • SKILL.md

Redistributed unmodified from HKUDS/Vibe-Trading under the MIT licence. The assessment was drafted with AI from the skill's files on 2026-10-29. Skills can instruct your agent to run code — read SKILL.md and any scripts before installing.