Futures screener tutorials

We have prepared a training course on futures arbitrage for you. In this introductory part, we will tell you about our product, the key mechanics of earnings and why it occurs. We will also talk about the interface of the futures screener: filter fields, as well as the work area. In addition, we will touch on the key terms that you will encounter while working with this service.

In this tutorial, you will learn how to properly set up a futures screener to effectively find arbitrage opportunities. We will cover the basics, such as what a futures screener is, what arbitrage opportunities there are between different types of markets, and review the service interface. This information will help you quickly adapt to the tools and approach trading strategically.

In this part of the training, we will look at preparing for work on centralized exchanges, discuss methods of account protection, and get acquainted with the basic interface of the exchange for arbitrage trades.

Futures arbitrage requires a deep understanding of exchanges and futures. To trade successfully, it is important to be able to navigate the exchange interface and use its key tools. This article takes a detailed look at the key interface elements needed for successful futures arbitrage using the Bybit exchange as an example. Learn how to navigate between the spot and futures sections, use the search bar to find trading pairs, fund a futures account, track the rate of trading pairs, understand the index price, analyze 24-hour trading statistics, evaluate open interest, and calculate the funding rate. This material will provide you with all the knowledge you need to effectively use a futures screener.

This article covers the key aspects of opening and closing trades on exchanges to effectively use futures arbitrage strategies. The article covers rules for opening trades, analyzing the direction of asset movements, choosing entry and exit strategies, and synchronously opening trades on two exchanges. It covers in detail the process of tracking price convergence and closing positions, as well as the types of orders that should be used to minimize risks and reduce commissions. This material will help you improve your skills in futures arbitrage.

Commissions are a key factor in futures arbitrage and can significantly reduce your bottom line profits. This is especially important if you plan to trade frequently. In this section, we will explain what exchange commissions are, how to choose the right orders to optimize conditions, and how to minimize the costs of opening and closing trades. The article covers different types of orders, such as limit and market, and how they affect commission costs. We will also cover the roles of makers and takers in trading and why being a maker is more profitable. This material will help you understand how to effectively manage commission costs and improve the profitability of arbitrage operations in the futures markets.

Learn cryptocurrency futures arbitrage strategies, from basic methods for beginners to complex approaches for experienced traders. Learn how to profit from the price difference between spot and futures markets, minimizing risks and maximizing profitability. Detailed guides and calculation examples will help you choose the optimal strategy depending on your level of experience and capital.

We have developed a training course on futures arbitrage and would like to share it with you. By completing our training, you will learn in detail about various futures arbitrage strategies, how to properly open trades, and much more! This lesson serves as an introduction and essentially provides an overview of futures arbitrage.

In this lesson, you will learn about the arbitrage advantages that can be obtained from exchanges absolutely free of charge.

This section provides a detailed description of the arbitrage strategy involving futures and spot markets. We will cover all the nuances and break down a specific example of an arbitrage situation.

Finding a working pair is only the first step; it is equally important to open and close the arbitrage trade correctly.

Personal statistics are not only a part of financial reporting but also a tool that clearly shows where the right decisions were made and where mistakes occurred.

In this lesson, we will discuss the primary risks associated with futures arbitrage.

This section provides a detailed look at the Futures + Futures arbitrage strategy. We will cover all the nuances and examine a specific example of an arbitrage situation.

These cases are illustrative examples of how to conduct arbitrage using the Futures + Futures strategy when a negative funding rate is present.

In this case, we will demonstrate funding rate arbitrage using the example of the API3 token.

We would like to share our experience and showcase unsuccessful arbitrage cases that led to or could have led to financial losses.

We continue to share our unsuccessful arbitrage cases. After reading this case, you will learn about the potential dangers of the funding rate.

In our introductory lesson, we will provide you with a detailed guide on choosing cryptocurrency exchanges that will meet your requirements and preferences. Additionally, we are pleased to offer you exclusive collaboration terms: reduced trading fees and unique referral bonuses that you can receive by starting to work with exchanges recommended by our course. These advantages will help you maximize your profits and optimize your investments in the world of cryptocurrencies.

In this lesson, we will thoroughly explore the Arbitrage Perpetuals service, which is a tool for arbitrage trading in the futures market. We will examine how to effectively use the screener to track arbitrage opportunities and discuss the functions provided by various buttons in the interface.

Let's understand futures arbitrage: choosing a situation and entering a deal. Learn how to identify profitable arbitrage situations and enter trades correctly using only USDT. We will also talk about screener settings for the best funding conditions and spreads, and learn strategies for minimizing risks and optimizing profitability.

In this lesson, we will discuss what stop-loss and take-profit are. These are essential exchange features that help you save money in arbitrage by significantly improving risk control and reducing liquidation risks.

We believe that it’s important not only to open trades correctly but also to exit them wisely. In this lesson, we will explore different theoretical approaches to closing trades and demonstrate the correct way to do it using real examples.

These are the rules you should follow to avoid getting into losing trades and making typical mistakes.

In the 8th lesson of Arbitrage Scanner, learn the intricacies of exiting crypto trades effectively. Using live examples with Doge and Shiba coins on various exchanges like HTX and Bybit, this lesson covers key strategies such as using limit orders, managing large positions to avoid slippage, and leveraging funding rates for better profits.

In this lesson, we demonstrate the opening of three trades using the Spot + Futures strategy.

In this lesson we will look at how to arbitrage a negative minus (negative) funding rate.

In this lesson we will show how to arbitrage a negative funding rate using the example of the SCRT coin.

In this case, we will share our experience of earning using the Futures - Futures strategy by profiting from the convergence of futures prices on Bybit and XT exchanges.

In this lesson, we will explore our experience of earning through price spread and funding rate on the APT token.

We usually focus on successful cases, but today we want to discuss an unpleasant experience as well.

In this case, we used the Spot + Futures strategy. We entered a short position on futures at HTX, while purchasing the coins on the spot market at Bybit. The key factor here is the positive funding rate of 1.2%, but we also aimed to capture a small spread.

Learn how to apply the Spot + Futures strategy to profit from the funding rate with the WAVES token on HTX and Bybit exchanges. The article provides step-by-step instructions and valuable trading tips.

In this lesson, you will learn about two cases involving the UMA and MULTI tokens, which will help you understand how to profit from differences in funding rates and price spreads.

In this lesson, I will explain the arbitrage strategy for coins with negative funding.

This lesson demonstrates a real-life example of arbitrage using the spot + futures strategy. You will learn what factors guided our decision to enter the trade, how much profit we made, and we will draw conclusions.

Сase on $BLOCK coin, a person from our private chat shows everything from start to finish, how to work with our service Arbitrage Perpetuals. Our Screener will show you where large spreads are formed, the main thing is to monitor. Such cases can be done even with a small capital.

This case is a great example that you can earn not only on the spread but also on the funding rate! We have analyzed the sequence of actions in a very large arbitrage deal.

This is an arbitrage case using the "Spot + Futures" strategy, highlighting many nuances of futures trading.