Crypto Funding & Basis Arbitrage Calculator

Model delta-neutral yield from spot–perp basis and 8-hour funding accrual over your hold period.

Estimated APY

+19.47% APY

Net profit over 30d: $960.00 · Basis: $150

How to Use the Crypto Funding & Basis Arbitrage Calculator

1

Spot & Perp Prices

Enter spot buy and perpetual sell prices for the same underlying.

2

Funding Rate

Set the 8-hour funding rate % and planned hold period in days.

3

APY Readout

Review basis yield, funding income, and delta-neutral APY chart.

Interactive solver

Step-by-step: Crypto Funding & Basis Arbitrage Yield Calculator

Adjust the sandbox inputs — the formula and timeline update in real time.

Formula sandbox

Live
Basis=6015060000=150\text{Basis} = 60150 - 60000 = 150
60,000$
10150,000
60,150$
10150,000
0.015%
-0.50.5
30gün
1365

Yield Performance Chart — Delta-Nötr

Spot Long + Perp Short — basis convergence & funding accrual

+19.47% APY · 30 gün

Gün 1Gün 30

Spot

$60,000

Basis Yield

+0.25%

Fonlama

$810

Net Kâr

$960

BasisToplam getiri

Tahmini APY

19.47% APY

Fiyat Farkı Getirisi (Basis Yield)
+0.25%
Tahmini Fonlama Getirisi
$810.00
Seçilen Süre Sonundaki Net Kâr
$960.00
Toplam Delta-Nötr Getiri (APY)
+19.47%

Base formula: \text{APY} \approx \left(\frac{\text{Perp}-\text{Spot}}{\text{Spot}} + r_f \cdot \frac{D}{365}\right) \cdot \frac{365}{D}

Three adjacent tools from the same workflow—open in a new tab mentally, same privacy model here.

User Guide & Deep Dive — Crypto Funding & Basis Arbitrage Calculator

Delta-neutral basis and funding carry

A classic carry trade goes long spot and short perpetual when perp trades at a premium. Basis yield captures convergence; funding payments accrue every 8 hours on most exchanges.

Annualized funding assumes three 8-hour periods per day: (rate/100) × 3 × 365. Combined with basis yield over your hold window, you get total return and APY.

This model ignores fees, slippage, liquidation risk on the short leg, and exchange counterparty risk. Use for scenario planning, not live execution guarantees.

User workflow for reliable numbers

Crypto Funding & Basis Arbitrage Calculator is structured so you can move from inputs to defensible outputs without hunting for hidden options. Step 1 (“Spot & Perp Prices”): Enter spot buy and perpetual sell prices for the same underlying. Step 2 (“Funding Rate”): Set the 8-hour funding rate % and planned hold period in days. Step 3 (“APY Readout”): Review basis yield, funding income, and delta-neutral APY chart. Following that sequence reduces rounding drift: you lock the scenario first, then layer refinements (tax mode, compounding frequency, activity tier, or niche multiplier) only after baseline numbers look sensible. When you revisit a calculation weeks later, the same order of operations makes spreadsheets and screenshots easier to reconcile with what the UI showed.

Revisit Crypto Funding & Basis Arbitrage Calculator whenever baseline assumptions shift—rates, calendars, population denominators, or hardware targets. The numbers you export today become the audit trail that makes tomorrow’s decision defensible to teammates, clients, or regulators reviewing your methodology.

Professional context, standards, and limits

Modern personal and business finance depends on transparent arithmetic: you must know whether a figure is inclusive or exclusive of tax, whether interest accrues daily or monthly, and which legal definition of “year” your lender uses (360-day vs 365-day conventions still appear in some markets). Across the European Union, VAT is a multi-stage credit-invoice tax: registered traders generally recover VAT on inputs while charging VAT on outputs, and headline rates do not tell the whole story because reduced rates and exemptions apply to essentials such as food, books, or medical supplies in many jurisdictions. In the United States, sales tax is typically levied only at retail, while other regions blend excise duties and digital-service rules that change with little warning. Our calculators model the mathematics you specify—nothing more—so you can stress-test invoices, quotes, and amortization schedules before they reach an accountant or tax adviser. When results inform contracts, payroll, or statutory filings, corroborate them against official guidance from your national revenue authority and keep an audit trail of the rates and dates you used.

Formal notation

Basis=PperpPspot\text{Basis} = P_{\text{perp}} - P_{\text{spot}}

Tax and interest outcomes depend on statutes, treaties, and lender disclosures that change by country and year. PureUnits illustrates the arithmetic of rates and cash flows you enter; it does not provide legal or tax advice. Before filing or signing, validate against official tables and a qualified professional.

Applying the built-in expert tip

Seasoned users pair the in-app insight—“Funding rates flip sign in bear markets — model both positive and negative 8h rates before deploying capital. Exchange basis can compress faster than funding accrues.”—with external checks specific to their industry. For Crypto Funding & Basis Arbitrage Calculator, treat that guidance as a hypothesis: note the assumption, measure the delta against real-world data you trust, and update defaults when your own history disagrees with generic benchmarks. Documenting those adjustments is what turns a quick answer into a repeatable workflow your team can audit.

Frequently Asked Questions

Basis is perp price minus spot price. Positive basis means futures trade above spot — common in bull markets.

We multiply the 8-hour rate by 3 periods/day and 365 days. Adjust if your venue uses a different interval.

No. Exchange, funding sign changes, margin, and basis blowouts add risk. Delta-neutral reduces directional exposure, not all risk.

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