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What is Rage Trade? Yet Another GMX Delta Neutral Vault

Validated Media

DeFi projects built on GMX composability are mushrooming, and this time we bring Rage Trade, a delta-neutral strategy based on GLP.

The most fascinating thing about DeFi will always be its openness and composability. GMX has achieved great attention and success since 2022, allowing the "real yield" to start being noticed more. Due to the excellent performance of GLP over a long period of time, we noticed that more projects are also starting to build on GMX's GLP, the GMX Eco, or the GMX LEGO. Previously we introduced JonesDAO, (Related Reading: jGLP From JonesDAO - How It Offers Higher Yield for $GLP Holders) and today we're taking a look at Rage Trade.

What Is Rage Trade?

Rage Trade started out as a perpetual derivatives exchange, supporting up to 10x $ETH perps trading. In September 2022, the GMX community launched a token swap proposal with Rage Trade. The proposal suggested that esGMX and RAGE swap would be started after the launch of Rage Trade's Delta Neutral GLP Vault in December 2022. Following the launch of the Delta Neutral vault, Rage Trade's TVL has expanded rapidly and now exceeds 7 million, representing 1.7% of the total GLP size.

While Rage Trade does not account for much of the total GLP size, and other GLP-based projects, Rage Trade accounts for 26% of the size.

Rage Trade's Delta Neutral GLP vault can be simply understood as an investment financial product from the perspective of the retail user. This product is in turn invested in GMX and therefore the source of revenue is also from GMX.

Delta Neutral GLP strategy is divided into two vaults, where one is Risk-On and the other is Risk-Off. Users can choose which vault they want to invest their USDC in. As the name suggests, the Risk-On vault has higher returns and risks, while the Risk-Off vault has lower returns and risks.

What Are the Benefits and Risks of Investing in GLPs?

Before we dive into Rage Trade, we need to find out what the risks and rewards are if you invest in GLPs. Then you can really understand how the Rage Trade vault really works.

When you are an LP in GMX, you are actually buying a package of GLP assets. You can even think of it as an "index" of $BTC, $ETH, stablecoins, and other assets. The majority of returns you get consists of two parts.

  • The GMX platform daily transactions fee generated by traders
  • the PNL of your counterparty, that is, the trader (you are making money if the trader loses money, otherwise you lose money)

In addition, due to the purchase of this GLP index, when the price of BTC, $ETH fluctuations, you eventually redeem the GLP when you get the principal is also uncertain. If the GLP price is lower when you invest and higher when you exit, then you have an additional gain.

But imagine if you use your $USDC to invest in GLP. Your $USDC will be exchanged into a basket of assets including $BTC and $ETH. If the price of $BTC and $ETH fall when you exit, that is, the price of GLP falls, then you will receive less $USDC than when you invested.

In other words, the principal invested in GLP is going long $BTC, $ETH, and other assets.

But what if an investor just wants to earn the two returns above without any risk to the principal?

Rage Trade Risk-On Vault - Solving the Principal Exposure of Investing in GLPs

The reason Rage Trade calls its product Delta Neutral is to address the above mentioned risk of long exposure to the principal of an investment. In order to hedge the long exposure to GLPs, the Risk-On Vault needs to be constructed with a short position. Rage Trade's Risk-On vault supports investments in GLPs while building a short position in $ETH and $BTC by way of a flashloan.

The short position is obtained through Flashloan by first borrowing $BTC and $ETH from Balancer and selling them as $USDC, then borrowing some $USDC from Risk-Off and depositing them together to Aave; then borrowing $BTC and $ETH from Aave and paying them back to Balancer.

By way of flashloan, a Delta Neutral vault is implemented. This vault addresses the exposure to GLP spot long held after investing $USDC into GLPs, and has nothing to do with the rewards from GMX that GLP holders themselves can receive.

In other words, the problem solved with Rage Trade is that the principal you invest in is no longer at risk of a one-sided position.

Rage Trade also has a low-risk (Risk-Off) vault, which is the source of USDC needed in the Risk-On vault. This vault is relatively safe. It only provides USDC, which is then deposited in AAVE, so part of the return is from the AAVE interest rate. The other part of its revenue comes from the Risk-On vault, as the Risk-Off vault provides $USDC to the Risk-On vault, and thus gets some share of the GLP rewards.

There are many more projects related to the GMX War, which we will gradually cover and study in depth in the following days.

Read more: https://tokeninsight.com/en/research/analysts-pick/what-is-rage-trade-yet-another-gmx-delta-neutral-vault

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