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Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, with critics warning that these high-leverage instruments could destabilize the market. However, this critique is misdirected, as the risk is not inherent to the perpetual futures contract itself, but rather a result of the venue's design choices, such as leverage limits, margin rules, and defau…
July 29, 2026, 1 p.m.
Opinion
The Misdirected Concern Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk due to their potential for high-leverage, retail-driven trading. However, the critique is misplaced, as the risk is inherent to the venue's design, not the contract. The venue's choices, such as leverage caps, margin requirements, and default management, dictate the level of risk. The contract it…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, with critics warning that these high-leverage instruments will pose a threat to the stability of the market. However, this criticism is misplaced, as the risk associated with perpetual futures is not inherent to the contract, but rather a result of the design of the trading venue. The real issue…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures to regulated markets has sparked concerns about systemic risk, but this criticism is misplaced. The true source of risk lies in the design of the trading venue, including factors such as leverage limits, margin rules, and default handling. Perpetual futures are not inherently risky, but rather it is the venue's design that determines the level of risk. The ri…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate on Perpetual Futures and Systemic Risk
The introduction of perpetual futures to regulated markets has sparked concerns about systemic risk, but the criticism is misplaced. The risk is not inherent to the contract itself, but rather a result of the venue's design, including factors such as leverage caps, margin rules, and default management. The concern is not unfounded, as crypto's history of deleveraging episodes has shown that macro…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, driven by high-leverage and retail-driven instruments. However, this critique is misplaced, as the risk is inherent to the venue's design, including leverage limits, margin rules, and default handling, rather than the contract itself. The real issue is how a venue is built, with regulatory requi…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures to regulated markets has sparked concerns about systemic risk, with critics warning that these high-leverage instruments could destabilize the market. However, this criticism is misplaced, as the risk is not inherent to the contract itself, but rather a result of the venue's design. The key factors that contribute to systemic risk include leverage caps, margi…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, but this criticism is misplaced. The true source of risk lies not in the contract itself, but in the design of the trading venue, including factors such as leverage caps, margin rules, and default management. The risk of systemic events is not inherent to perpetual futures, but rather a result o…
July 29, 2026, 1 p.m.
Opinion
The Real Risk in Perpetual Futures: It's Not the Contract, It's the Venue
The introduction of perpetual futures into regulated markets has sparked debate, with critics warning of systemic risk due to high-leverage, retail-driven instruments. However, the risk is not inherent to the contract itself, but rather a result of the venue's design. Factors such as leverage caps, margin rules, funding design, and default management contribute to the risk, not the no-expiry cont…
July 29, 2026, 1 p.m.
Opinion
The Misguided Debate Over Perpetual Futures and Systemic Risk
The introduction of perpetual futures into regulated markets has sparked concerns about systemic risk, with critics warning that these high-leverage instruments could destabilize the market. However, this critique is misplaced, as the risk associated with perpetual futures is not inherent to the contracts themselves, but rather a result of the venue on which they are traded. The design of the tra…
July 29, 2026, 1 p.m.