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SSRNTrading, Microstructure & Execution

Leveraged Trading Via Lending Platforms

The article compares loan positions on decentralized lending platforms with perpetual futures, finding less volatility in the implied funding fee/rate and a correlation between liquidations and margin closeouts.

Featured in No. 36 on 7 Feb 2024 · 6 days after release · 3 citations today

Released
1 Feb 2024
First featured
No. 36 · 7 Feb 2024
Citations (Semantic Scholar)
3
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
5
Identifier
SSRN 4713126

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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