Delta-neutral funding model · live rates + manual inputs
Funding rate arbitrage calculator
Model a long position on one exchange and a short position on another without confusing gross funding with net return.
Calculate the funding spread
Position and venues
Waiting for live funding…
Net result
Positive funding normally means longs pay shorts. This model assumes equal notionals and does not model basis divergence, borrow constraints, transfer time or liquidation risk.
Formula and limitations
Net result equals funding received on the short leg plus funding paid or received on the long leg, minus four execution fees and the entered round-trip slippage for both legs. APR simply annualizes the selected holding period; it is not a forecast because funding changes every settlement.
Important: TradingHub provides informational tools and scenario estimates, not financial advice. Verify fees, margin rules, availability and current terms with the relevant venue before acting.