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updated —AMZN Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~25d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.51%
7d Period Avg+3.50%
swing±11.01%
LONG QFEX · now
+0.00%
7d avg:+0.89%
SHORT Lighter Robinhood · nowAMZN-USDG
+3.51%
7d avg:+4.39%
Entry Spread Now
−0.038%
Against youL ask 264.6800 · S bid 264.5800−$3.78 at entry
24h range −0.49%…+0.75% · median −0.02%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$17.55
−0.18%
$Avg Daily PnL
+$0.96
+0.0096%
★Best Day
+$2.25
Nov 9
◎Open Interest
QFEX$676.9K
Lighter Robinhood$2.93M⚡Funding APR
+3.50%
annualized · funding only
⚠Execution Cost
−$24.26
entry + exit fees
⏱Payback
25.3d
to break even
◧24h Volume
QFEX$2.92MLighter Robinhood$11.88MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$24.26 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.