Quantitative Research Note2026Canonical long-form →

Crypto Funding-Carry

Funding +11.9% annualized premium; fade IS 1.11 → OOS −0.05 (decayed post-2023).

Quantitative ResearchPublished Sun Apr 05 2026 00:00:00 GMT+0000 (Coordinated Universal Time)

EVAL-FIRST31 GATESNDA-CLEANPUBLIC DATAALPHASIGNAL > NOISEREPRODUCIBLENOTEBOOK-COMMITTEDCITABLEBIBTEX + DOI

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@techreport{macion2026quant06fundingcarry,
  author       = {Macion, Christian T.},
  title        = {Crypto Funding-Carry},
  institution  = {Independent research},
  year         = {2026},
  date         = {2026-04-05},
  note         = {Public-data reproducible. Canonical long-form: https://christianmacion-portfolio.pages.dev/projects/quant/06-funding-carry/},
  url          = {https://christianmacion-portfolio.pages.dev/projects/quant/06-funding-carry/}
}

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