Funding Arbitrage Calculator
Long one exchange, short another at the same time, collect the funding spread. This calculator turns a quoted spread into an honest annualized number · net of taker fees on both legs, rebalancing, and a slippage buffer. Pair this with our live funding arb screener to find current opportunities.
Inputs
Results
How the math works
- Income / interval = spread_pct × capital. Funding settles every 8 h.
- Intervals / year = 3 × 365 = 1095.
- Gross annual = income_per_interval × 1095.
- Fee cost / rebalance = 2 × (taker_long + taker_short) × capital.
- Annual rebalance cost = fee_per_rebalance × rebalances_per_year.
- Slippage buffer subtracted as flat bps × capital × rebalances.
- Net APR = gross_annual − fee_annual − slippage_annual, expressed as % of capital.
Rule of thumb: if netAPR < 10%, the trade is barely worth the operational complexity. 10-30% is a normal sustainable carry. > 50% usually means the spread is about to flip or one side is going to blow up.
Вопросы
What does the funding arbitrage calculator compute?
It converts a quoted funding spread into a net annualized return, subtracting taker fees on both legs, rebalancing costs, and a slippage buffer.
How often does funding settle?
Most perpetual futures settle funding every 8 hours, which is 1095 intervals per year. The calculator annualizes income with that cadence.
What net APR makes a funding arb worth taking?
As a rule of thumb, below 10% net APR the trade is barely worth the operational complexity, 10-30% is a normal sustainable carry, and above 50% usually means the spread is about to flip.
Related
Run this arb on a real exchange
Sign up to one of our partner exchanges below. Multiple venues let you actually capture the spread. Fee discount stays with you forever.
Партнёрская ссылка. ByKaranteli может получать долю от торговых комиссий биржи. Вы платите ту же цену, что и при прямой регистрации. Комиссионный возврат поступает от биржи, а не от вас лично.