A tougher macro backdrop, but improving seasonality
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Show Notes
Join us for this week’s podcast where we cover recent events in the digital asset space. Our trading team discusses USDT and recent revelations around its past portfolio composition. We also explain how the Curve 3 Pool works and how the recent USDT imbalance can create arbitrage opportunities. David Duong, our Head of Research, takes us through the recent FOMC meeting and what it means for the macro backdrop as we head into summer. We also discuss perp funding rates, option skew, and improving seasonality trends. Lastly, Sid, our Senior Blockchain Researcher, talks opBNB and OP.
Host
- Ben Floyd, Head of Execution Services
Presenters
- Georg Toropov, Senior CES Salestrader
- David Duong, Head of Institutional Research
- Greg Sutton, Senior CES Salestrader
- Sid Shekar, Engineering Manager
Link to Research and Insights Hub
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