Funding Rate Arbitrage

Rate → annualized APR + delta-neutral arbitrage estimate

What is the Funding Rate Arbitrage?

The Funding Arbitrage Calculator models the delta-neutral cash-and-carry: hold spot while shorting an equal perp position to collect funding paid by longs, annualized from the current rate.

How do I use the Funding Rate Arbitrage?

Persistently positive funding can create positive carry for a spot-long/perp-short structure, but market-neutral is not the same as low risk. Leg mismatch, funding reversal, margin shortfall, wicks and venue risk can all cause losses.

What should I watch out for?

Funding can flip negative (you pay), and the real risks are operational — leg mismatch, short-leg liquidation on wicks, exchange risk. The APR shown extrapolates the current rate; it is not a guaranteed yield.

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Free to use with no signup. Read Bitcoin valuation, cycle, backtests and alerts, and calculate fees, slippage, funding and post-rebate cost before trading.