Calculate the cost of holding cryptocurrency perpetual futures based on funding rate, notional size, and holding period. Analyze funding rate annualized cost, cash-and-carry arbitrage opportunity between spot and perp, and basis trade profitability.
Calculate the cost of holding cryptocurrency perpetual futures based on funding rate, notional size, and holding period. Analyze funding rate annualized cost, cash-and-carry arbitrage opportunity between spot and perp, and basis trade profitability
Each component has a specific meaning:
Note: Interpret the perp funding rate result against the thresholds and context described above.
Enter the funding rate, notional size, holding period for the scenario you are assessing. Calculate the cost of holding cryptocurrency perpetual futures based on funding rate, notional size, and holding period. Analyze funding rate annualized cost, cash-and-carry arbitrage opportunity between spot and perp, and basis trade profitability. Use the perp funding rate result to inform your calculation.