#Crypto Lending
3 posts · All tags
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Can Predicting Bitfinex Lending Rate Spikes Pay? Out of Sample It Kept About 10bp, So I Passed
Using perfect foresight as an upper-bound gate and then out-of-sample backtests, I tested holding capital for predicted lending-rate spikes: the ceiling was large, but a model using only current data kept about 10bp.
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How Long Should You Lend on Bitfinex? Backtesting 2-, 30-, and 120-Day Lending and the Lock-Up Risk
Long-tenor Bitfinex funding quotes far higher rates, but most 30-day loans repay within an hour. After fixing two inflating backtest bugs, only one 30-day lane survived, its gains are concentrated, and 120 days means lock-up risk.
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Bitfinex Lending's Hidden Clock: A Batch Auction Every 20 Minutes
Bitfinex 2-day funding is really a batch auction clearing every 20 minutes; here's how I found it in the data, where my new quoting strategy earns in backtests, and the pitfalls of a three-step rollout.