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The Funding Skew

A perpetual market maker's quote ladder. Avellaneda-Stoikov skews only for inventory; funding adds a second, signed skew that survives even at zero inventory. Drag the reservation line to set inventory, push funding and horizon, and watch the two skews stack or cancel.

calculator SVG DeFiMachine LearningAgents Jun 20, 2026
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The Funding Skew — drag the reservation line (or arrow keys) to set inventory · sliders: funding rate, risk aversion, horizon · asset presets: ETH / BTC / SOL · data as of · Crypto.com Exchange perpetuals (realized vol) + arXiv:2605.06405 ↗ open artifact ↗

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