Perpetual futures are entering regulated markets, and the objection to them is serious: retail-driven, high-leverage instruments will import systemic risk. But the critique is aimed at the wrong target. Systemic risk in a derivatives market is a property of the venue on which the perpetuals are traded, not the contract. The risk is set by venue choices: leverage caps, margin, funding design, default management. None inherent to a no-expiry contract. The concern isn't baseless. Crypto'…
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