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  • Key Terms
  • Why Quanto for Perpetuals?
  1. Quanto 101

What is Quanto?

On-chain Trading with On-chain Assets

PreviousBackgroundNextThe Benefits of Quanto

Last updated 6 days ago

RAVE is the first DeFi quanto perpetual protocol. Let's break down the components and functionality of quanto perpetual protocols, its innovation, and how it crypto users.

Key Terms

Quanto Derivative: A financial contract that allows you to invest in assets priced in one currency using your own currency at a fixed rate, eliminating exchange rate risk when investing.

Say I want to buy Apple stock priced in USD, but I only have EUR. I don't want to sell my EUR for USD to buy Apple. Instead, I enter a quanto contract with a counterparty, who also has EUR. We agree that the performance of our market — Apple stock in USD — will exactly determine who gives EUR to the other. If Apple rises 10%, I get 10% more EUR from my counterparty, and vice versa. In our quanto contract, the price of EUR is irrelevant. At a high level, this is exactly how quanto works. Any asset can function as the quanto collateral, and any wagering environment can function as the market.

Perpetual Futures: A derivative contract used in crypto that enables speculation on the future price of an asset without expiration or physical settlement.

Putting it together on-chain...

Quanto Perpetual Futures: A fully permissionless trading platform, RAVE, that enables trading perpetual futures markets using any token as collateral through quanto contracts and settlement.

Why Quanto for Perpetuals?

The key feature of a quanto is that it removes the exchange rate risk from the trading contract. This means that no matter how much the exchange rate changes, the contract will always be settled in the chosen currency at the specified exchange rate. This allows investors to confidently speculate on assets valued in different currencies than their own.

The same mechanism can likewise be applied to perpetual futures. Using Quanto, altcoins can directly collateralize positions on perpetual markets and also settle profits or losses. RAVE Trade isolates collateral price from trading risk through the quanto fixed exchange rate, but traders still maintain full directional exposure to collateral and perpetual market.

A fixed exchange rate ensures that for the percentage the market (eg. BTC-USDT) changes, so will the proportional payout in units of altcoin collateral, completely eliminating altcoin currency conversion risk.

For traders, RAVE Trade solves the significant issue of altcoin composability and the feasibility of establishing robust price oracles for long-tail tokens. At the same time, it provides permissionless access for altcoins to collateralize positions on major perpetual market pairs. For tokens, single-sided liquidity in facilitate quanto trading and capture yield.

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