ATOM Funding Rate Arbitrage
Per year (APR)
27.59%
Long: BingX · Short: Bitget
Delta-neutral, not risk-free: funding can flip, and you need margin on both legs (liquidation risk on either exchange). Yields are annualized from the current funding spread and change every funding interval.
Delta-neutral profit at the current spread
| Position size | Per funding | Per year (APR) |
|---|---|---|
| $1,000 | $0.25 | $275.94 |
| $5,000 | $1.26 | $1,379.70 |
| $10,000 | $2.52 | $2,759.40 |
How funding rate arbitrage works
A perpetual futures contract pays a periodic funding rate between longs and shorts. When two exchanges show different funding rates for the same coin, you can go long where funding is low (or negative) and short where it is high — staying delta-neutral on price while collecting the funding spread. Yieldo scans live rates across all supported exchanges and ranks the best long/short pairs after fees.
ATOM on Yieldo
FAQ
ATOM FAQ
What is funding rate arbitrage?
It is a delta-neutral strategy: you open a long position where the perpetual funding rate is low or negative and a short of the same size where funding is high. Price moves cancel out, and you collect the difference in funding payments.
Is ATOM funding arbitrage risk-free?
No. It is market-neutral, not risk-free. Funding rates can flip before the next payment, both legs require margin (liquidation risk), and exchange or transfer issues can break the hedge. Treat the annualized yield as indicative, not guaranteed.
How is the annualized yield calculated?
We take the current funding-rate spread between the two exchanges and annualize it by the number of funding intervals per year for each contract. Actual returns depend on how long the spread persists.
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