Replication package for "The Funding Carry and a Cross-Venue Spread on Perpetual Futures: A Significance-Tested Study of Hyperliquid and Centralized Venues"
收藏资源简介:
Data and analysis code that reproduce every table and figure in the paper "The Funding Carry and a Cross-Venue Spread on Perpetual Futures: A Significance-Tested Study of Hyperliquid and Centralized Venues" (Tony Lau, York University). Includes cached raw inputs (hourly funding, premia, and prices for eight crypto-assets from Hyperliquid, Binance, Bybit, OKX, and Bitget; Deribit DVOL; FRED 3-month Treasury-bill rate; Aave-v3 on-chain rates), 29 self-contained Python analysis scripts (numpy/pandas/scikit-learn), frozen per-result console outputs, and the manuscript. The pipeline reproduces offline from the cached data. See README.md and REPRODUCE.md for the data-provenance table and the per-result claim→script→output mapping. Python 3.12 required.



