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Delta Neutral Monitor

Research notes

Manual screening workflow

How the carry scanner works

The monitor compares TradeXYZ perp prices and funding against public hedge-reference prices. It does not auto-execute. Every signal is a starting point for checking borrow, liquidity, market hours, and execution risk manually.

1

Long spot hedge

Use a hedge venue such as Interactive Brokers or another broker to inspect whether the underlying stock, ETF, future, or proxy instrument can be bought or sold at reasonable cost.

2

Short perp on TradeXYZ

If the perp trades rich or funding is positive, the scanner estimates whether shorting the perp against the hedge could produce positive carry after borrow and spread friction.

3

Capture funding

The estimated carry combines funding APR, borrow assumptions, price gap, and spread. Large signals still need manual checks for stale quotes, market hours, and position sizing.

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