Funding Rate Arbitrage Calculator
Long spot + short perp = delta-neutral. Pocket the funding rate as yield.
How it works: buy the coin on spot, open equal-sized short on perp. If funding is positive, you collect it every 8h. Price risk = zero (delta neutral).
Daily income
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Period gross profit
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APR (annualised)
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Full breakdown
⚠ Risks to know
- Funding can flip negative — you PAY instead of earning
- Exchange counterparty risk on both legs
- Short perp liquidation if collateral insufficient
- Basis risk: spot/perp price divergence on exit