Sample code to hedge Atlantic straddle write position purchases against Bybit with long puts
- Create a Bybit account
- Generate Bybit API key + secret and add to
.env
- Get an Arbitrum WSS RPC URL and add to
.env
- I'd recommend Alchemy - Deposit to Dopex Atlantic Straddles and add your writer address to
.env
- Run the script
Run the straddles hedge simulation to find out historical APY from writing + hedging Atlantic Straddles
Here are some examples:
APY from Jan 1 2022 to Nov. 20 2022:
APY from Jan 1 2021 to Nov. 20 2022:
yarn
yarn start