"Pre-flow" arbitrage: Grayscale premium/discount reversion (Grayscale Basis)



Logical explanation: Monitor the premium rate between the secondary market price and the net asset value (NAV) of Grayscale funds (GBTC/ETHE).

Detailed operation: When Grayscale's discount (negative premium) narrows to an extreme, it usually indicates that large institutions are buying in the spot market to arbitrage.

Execution: Follow the direction of the narrowing premium by establishing aligned positions in the futures market.
$ETH
ETH-2.83%
View Original
This page may contain third-party content, which is provided for information purposes only (not representations/warranties) and should not be considered as an endorsement of its views by Gate, nor as financial or professional advice. See Disclaimer for details.
  • Reward
  • Comment
  • Repost
  • Share
Comment
Add a comment
Add a comment
No comments
  • Pin