3Commas
Delta-neutral vault strategy
An on-chain delta-neutral vault on Optimism, hedged over a perpetuals protocol.
Optimism contract (Etherscan) ↗Context
A vault that holds a market-neutral position by offsetting spot exposure with a perpetuals hedge, driven by funding-rate signals.
My contribution
Delivered the delta-neutral vault strategy contract on Optimism (proxy / implementation), managing off-chain funding-rate signals to take short/long positions on the Perps protocol.
Stack
- Solidity
- Optimism
- Perpetuals
- UUPS proxy
- Foundry