Funding Rate Arbitrage Calculator
Direct answer
The Funding-Rate Arbitrage Calculator models a neutral spot-long and perpetual-short structure that collects positive funding: it accumulates receivable funding on notional across the holding days using the per-period rate, and subtracts borrowing cost.
The funding-rate arbitrage calculator sizes a spot-long + perp-short funding harvest: it accumulates receivable funding on notional over the holding days and subtracts borrow cost.
Funding Rate Arbitrage Calculator
Result
All figures follow the assumptions on this page and are for reference only.
- Cumulative funding
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- Borrow cost
- —
- Net
- —
- Return over holding
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- Annualized net
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Key data & facts
- Funding accumulation
- Notional × rate per period × periods × daysExample: 1000 USDT × 0.01% × 3 periods/day × 30 days
- Example funding received
- ≈ 9 USDTOver 30 days, before costs
- Estimation approach
- Linear model estimateSlippage and shock scenarios are not included
- Arbitrage window
- Shifts in real timeTreat results as magnitude references
What is the Funding Rate Arbitrage Calculator?
Perpetuals charge funding on notional at fixed intervals. When the sign favors you, harvesting against a spot position can be neutral — but the sign can flip each period.
How to use
- Enter realistic parameters.
- Check gross vs net.
- Verify exchange rules before acting.
Model notes
Linear estimation from page parameters Slippage and shock scenarios are not included
Arbitrage windows shift in real time; treat results as magnitude references.
Example
1000 USDT × 0.01% × 3 periods/day × 30 days ≈ 9 USDT received (before costs).
Practical tips
- Estimate with a 7-day average rate, not the instant value.
- Treat funding as a bonus, not the core strategy, and model negative-funding weeks.
FAQ
Are results guaranteed?
No. Results follow simplified models and do not promise future returns.
Which live risks are not shown?
Slippage, funding direction, withdrawal delays and exchange rule changes are not fully captured.
How do I reduce model error?
Use real-time fees, delivery dates and price quotes, and keep positions small while testing.
Sources & references
- Fundamentals of Perpetual Futures (arXiv:2212.06888)arXiv — He, Manela, Ross & von Wachter
- What Is Arbitrage?Investopedia