13. Quant Trading on FTX

Quant Trading Video: Click here!

Password for the video above is xquant

Find it here: https://ftx.com/quant-zone/rules

FTX allows for free quantitative/rule-bound trading of both simple and complex strategies. This means that you can automate various spread and funding strategies as you see fit. The example syntax used for spread trading is:

(price(“ETH-PERP”)-price(“ETH-0626”))/price(“ETH-PERP”)*100

The calculation above will give you spread %s. Simply change ‘ETH’ to any coin in order to do so. Additionally, if the 0626 futures have expired by this time, then change that as well.

Here is the example syntax for spread arbitrage (the difference between two spreads):

(((price(“BSV-PERP”)-price(“BSV-0626”))/price(“BSV-PERP”)*100))-(((price(“ALT-PERP”)-price(“ALT-0626”))/price(“ALT-PERP”)*100))

Here is the blank syntax for a single spread:

(price(“xxx-PERP”)-price(“xxx-0626”))/price(“xxx-PERP”)*100

Where ‘xxx’ denotes any coin that you would like to use.

Here is the blank syntax for spread arbitrage:

(((price(“XXX-PERP”)-price(“XXX-0626”))/price(“XXX-PERP”)*100))-(((price(“YYY-PERP”)-price(“YYY-0626”))/price(“YYY-PERP”)*100))

Where ‘xxx’ denotes any coin that you would like to use for one spread and ‘yyy’ denotes any coin that you would like to use for the other spread.