Spread Analysis

Spread Analysis - Futures vs Spot Price Analysis

Advanced spread analysis tool that compares futures/perp prices with spot prices across multiple exchanges, providing insights into market sentiment and potential trading opportunities.

1. Multi-Asset Support: Automatically detects and analyzes crypto perpetual vs spot spreads, index futures vs cash indices (ES/SPX, NQ/NDX, YM/DJI), and commodity futures vs spot prices (GC/GOLD, CL/USOIL)
   
2. Multi-Exchange Aggregation: For crypto, aggregates prices from Binance, BitMEX, Kraken, Bybit, OKX, and Coinbase to calculate mean perp and spot prices
   
3. Z-Score Based Alerts: Uses statistical Z-score analysis to identify extreme spread conditions that may signal potential reversals or continuation patterns
   
4. Visual Histogram Display: Shows spread differences as colored columns - green for futures premium, red for futures discount
   
5. Flexible Calculation Methods: Supports absolute price differences, percentage spreads, or basis point calculations
   

• Trading Applications: Identify market sentiment divergence, spot potential reversal opportunities, and confirm trend strength
  
• Risk Management: Use extreme Z-scores to identify overvalued conditions and potential mean reversion setups
  
• Market Analysis: Understand the relationship between futures and spot markets across different asset classes
  
• Timing Tool: Spread momentum often precedes price moves, providing early signals for entry/exit decisions
  

Perfect for traders who want to understand the relationship between futures and spot markets, identify divergences, and spot potential reversal opportunities across crypto, indices, and commodities.

Key Features:
• Automatic asset detection and appropriate spread calculation
• Configurable Z-score alerts for extreme conditions
• Comprehensive tooltips and information guide
• Multiple calculation methods (absolute, percentage, basis points)
• Clean, customizable visual display

Use Cases:
• Crypto traders analyzing perp vs spot relationships
• Futures traders monitoring basis relationships
• Mean reversion strategies using extreme spreads
• Trend confirmation using spread momentum
• Market sentiment analysis across asset classes