Inspect perpetual funding observations, settlement intervals and simple annualized rates. Model spot-long/perpetual-short cash flow with capital and costs.
Compare depth-adjusted spot spreads, model perpetual funding and inspect trading assumptions. Enable JavaScript to open the complete BTCMox workspace. The calculators work locally; live quotes require access to public provider APIs.
Every tool is provided as a separate HTML page with a stable address. JavaScript adds the interactive workspace; public data is optional.
Compare supported perpetual funding observations while keeping each settlement interval visible. Positive funding conventionally means longs pay shorts; negative funding reverses that direction. Select an instrument and model the cash flow of a spot-long, perpetual-short scenario using your holding period, total committed capital and entry/exit costs.
An eight-hour rate and a one-hour rate cannot be compared by the displayed percentage alone. Simple annualization multiplies a rate by settlement periods per year. The separate funding comparison tool reads supported contract intervals and makes this normalization explicit.
Funding cash flow is calculated on the perpetual notional. Return on capital depends on all supplied capital committed to the arrangement. The constant-rate scenario does not model changing funding, basis movements, borrowing, collateral rules, liquidation or exchange failure. A hedge can reduce directional exposure while retaining these other risks.
Calculation methodology ↗ · Data sources ↗ · Risk disclosure ↗