Bitcoin Yield Curve: Quant Strategies for Arbitrage

TL;DR: This is the second post in our crypto quant series. After covering perpetual funding rates in Part 1, we now explore the Bitcoin yield curve and its arbitrage potential - how to calculate, interpret, and trade the term structure between spot and futures. In Part 3, we’ll focus on spot vs. perpetual arbitrage, one of crypto’s most popular (and mis…