Hedge lab

Skill shakeebshaan/claude-code-quant-skills/skills/hedge-lab

Claude Code skills, slash commands, and hooks tuned for quant research, backtesting, and crypto trading workflows.

Install

npx -y skills add shakeebshaan/claude-code-quant-skills --skill hedge-lab

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Explore hedging constructs for a crypto position — delta hedging, basis trading, funding-rate capture, cross-exchange arb. Use when holding directional BTC/ETH exposure and wanting to reduce risk without closing the position.

SKILL.md

3.1 KB, 711 tokens by cl100k_base, as published. Nobody here has run it

Hedge Lab Skill

Help the user evaluate hedging constructs for their crypto exposure. Each construct has different cost, complexity, and residual risk profiles.

Ask first

What is the exposure? (e.g. long 10 BTC spot, short 100 ETH perp)
What is the goal? (delta-neutral / reduce tail risk / capture funding / earn basis)
What is the holding period? (overnight / weeks / structural)
Exchanges available? (Binance, OKX, Deribit, Bybit, on-chain)
Capital and leverage constraints?

Constructs — walk through each relevant one

1. Delta hedging with perpetual futures

Short perp against spot → flat delta
Earnings: funding rate when positive (longs pay shorts)
Risks: funding inversion (shorts pay longs), basis move, forced liquidation if margin underfunded
Capital efficiency: 1x margin on perp typically, so 50% of spot notional

2. Spot–perp basis trading

Long spot + short dated futures
Earnings: annualized basis, typically 2–15% on BTC
Risks: basis widening before expiry (mark-to-market loss), funding (if perp instead of dated)

3. Funding rate capture

Neutral position designed purely to collect funding
Spot long + perp short (if funding > 0)
Spot short (via borrow) + perp long (if funding < 0)
Earnings: sum of funding payments
Risks: borrow cost, funding can invert, slippage on entry/exit

4. Options — protective put

Long spot + long OTM put (e.g. 15% OTM, 30d expiry)
Earnings: none (pure cost)
Protection: unlimited downside beyond strike
Risks: premium cost, expiry timing, IV regime

5. Collar

Long spot + long put + short call
Earnings: premium from call offsets put cost (zero-cost collar if delta-matched)
Caps upside above call strike
Good for structural hedging of a long position you want to keep

6. Cross-exchange arbitrage

Price discrepancy between exchanges → long on cheap venue, short on expensive
Earnings: convergence of spread
Risks: withdrawal latency, custody risk on both venues, slippage

7. Delta-neutral LP / market making

Concentrated LP + directional hedge via perps
Earnings: LP fees minus hedge cost
Risks: impermanent loss model breakdown, perp basis divergence

For each construct, output

Cost estimate (bps per day / per month)
Tail exposure remaining
Operational complexity (1–5, how many moving parts)
Minimum capital to run efficiently
When this is the right choice — specific regime / holding-period / risk-profile

Output format

Start with a 1-sentence "best fit" recommendation given their stated exposure + goal. Then table of top 3 constructs with the columns above. Then detail on #1 choice: exact implementation, position sizing, monitoring checklist.

Never recommend more leverage than the user stated capital supports. Always mention the liquidation price / margin buffer.