Carry
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比特币 ETF carry 提醒交易者，基差套利并不无摩擦
一篇近期 arXiv 论文比较 IBIT 期权和 CME 比特币期货，说明抵押品、保证金和交易场所规则会影响套利闭合。
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Bitcoin ETF carry is a reminder that basis trades are not frictionless
A recent arXiv paper comparing IBIT options and CME Bitcoin futures highlights why collateral, margin and venue rules can keep arbitrage from closing cleanly.