◈ Labs
Funding carry
v1.0What will holding this perpetual cost or pay in funding over the next day, on each venue?Review: researchSign in to run Labs models
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Sign in →How it works and its limits
- Inputs
- Settled funding rates of every venue over 10 days and each venue's settlement interval and next settlement from ArcDelta, side and notional.
- Outputs
- Forecast of the next-day average rate, annualised rate on the venue's own interval, carry per day and at the next settlement, venue that pays best, live check against the last rate.
- Evidence
- 0.6 × last settled rate + 0.4 × 3-day mean predicted the next-day average rate with an MAE of 0.51 bp, against 0.59 bp for the last rate and 0.78 bp for zero, on 488 venue symbols.
- Limits
- A short-term forecast, not a signal: rates can jump at the venue cap, and venues may change the interval. Fees and price moves are not included.
- Minimum data
- One settled rate and a known interval per venue; three days for the full blend.
- API
- GET /labs/funding-carry?symbol=BTCUSDT&side=long¬ional=10000