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Editorial Research Index

Institutional briefings & primary regulatory analysis

Peer-reviewed research dossiers, quantitative market structure briefings, and statutory compliance analysis published by Instrument Ledger.

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Derivatives Mechanics

Perpetual Swaps vs. Dated Quarterly Futures: Reconciling 8-Hour Funding Clamps with Cost-of-Carry Basis Convergence

Deriving the exact arbitrage boundary between continuous 8-hour perpetual funding transfers and discrete quarterly futures expiration convergence.

Grant Holloway, FRM, ERPRead dossier →
Institutional Research Briefings & Analytical Dossiers | Instrument Ledger | Instrument Ledger