SignalPlus波动率专栏(20231212):数字货币价格回稳,前端IV走跌

Odaily星球日报Publicado em 2023-12-12Última atualização em 2023-12-12

Resumo

数字货币方面,BTC再度下跌挑战40000美元关口,于亚盘开始之前收复失地,回到42000下方震荡,隐含波动率也在波动平息之后逐步调整回归。

SignalPlus波动率专栏(20231212):数字货币价格回稳,前端IV走跌

SignalPlus波动率专栏(20231212):数字货币价格回稳,前端IV走跌

昨日(11 Dec)美债收益率在 10 年期美债标售后回吐日内涨幅并持续下跌,十年期收益率跌破 4.2% 关口,报 4.192% ,对政策较为敏感的两年期美债也来到 4.7 以下,现报 4.683% 。美国三大股指小幅上涨,纳指/SP 500/道指分别收涨 0.2% /0.39% /0.4% 。今晚 21: 30 (UTC+ 8)将迎来 CPI 数据,为宏观周正式拉开序幕。

SignalPlus波动率专栏(20231212):数字货币价格回稳,前端IV走跌

Source: SignalPlus, Economic Calendar

SignalPlus波动率专栏(20231212):数字货币价格回稳,前端IV走跌

Source: SignalPlus & TradingView

数字货币方面,BTC 再度下跌挑战 40000 美元关口,于亚盘开始之前收复失地,回到 42000 下方震荡。隐含波动率也在波动平息之后逐步调整回归,BTC/ETH 中前端分别维持在 48% /51% 左右的水平附近,曲线形状以年底为分界点呈现前平后陡的形状。交易方面,BTC 短期限上较为活跃,十二月上的 40000-P 延续了昨日的买入,同时,作为前段时间的阻力位, 15 Dec 23 44000 行权价上的看涨期权也遭到大量抛售;另一方面,在价格回调并暂时恢复稳定之时,大宗上的 Long Call Spread 交易也有所回归,其中 BTC 的大单多集中在 12 月附近,而 ETH 则是偏向更远的明年一二月份。

SignalPlus波动率专栏(20231212):数字货币价格回稳,前端IV走跌

Source: Deribit (截至 1 2D EC 16: 00 UTC+ 8)

SignalPlus波动率专栏(20231212):数字货币价格回稳,前端IV走跌

Source: SignalPlus

SignalPlus波动率专栏(20231212):数字货币价格回稳,前端IV走跌

Source: Deribit Block Trade

SignalPlus波动率专栏(20231212):数字货币价格回稳,前端IV走跌

Source: Deribit Block Trade

SignalPlus波动率专栏(20231212):数字货币价格回稳,前端IV走跌

您可在 ChatGPT 4.0 的 Plugin Store 搜索 SignalPlus ,获取实时加密资讯。如果想即时收到我们的更新,欢迎关注我们的推特账号@SignalPlus_Web3 ,或者加入我们的微信群(添加小助手微信:xdengalin)、Telegram 群以及 Discord 社群,和更多朋友一起交流互动。

SignalPlus Official Website:https://www.signalplus.com

Leituras Relacionadas

"JUST 6th Anniversary x GasFree Super Carnival Month" Grandly Arrives: Enjoy "0" Gas Transfer Freedom & Share the 10,000 USDT Bonus Pool

The "JUST 6th Anniversary x GasFree Super Carnival Month" event has launched, celebrating the JUST ecosystem's six-year milestone within the TRON network. Running from May 18th to June 7th, the event features a 10,000 USDT prize pool and is designed to promote the GasFree smart wallet. GasFree, a key product of the JustLend DAO protocol, allows users to pay transaction fees directly with the token being transferred (e.g., USDT), eliminating the need to hold the network's native token (TRX) for gas. This innovation aims to simplify on-chain transactions and lower the entry barrier for new users. The carnival offers five main activities: 1. **GasFree Activation Challenge:** New users can earn random rewards (5.2-522 USDT) for activating GasFree and completing their first transfer. 2. **Transfer Rebate:** 200 users daily are randomly selected to receive a 100% rebate on their activation and transaction fees. 3. **Bitcoin Pizza Day Special:** A dedicated event with custom rewards to celebrate crypto culture. 4. **JUST 6th Anniversary Lucky Draw:** Special anniversary reward packages for lucky participants. 5. **Knowledge Quiz:** A trivia contest where users can win prizes by answering questions about JUST and GasFree. To participate, users need a compatible wallet like TronLink (recommended), Klever, Guarda, or NOW Wallet. They must then find the GasFree feature, fund it with USDT, and complete at least one USDT transfer to qualify for the rewards. The article highlights GasFree's significant adoption, reporting over 872 billion USD in cumulative transaction volume and more than 612 million USD in saved user fees since its launch. The event underscores JUST's commitment to enhancing the DeFi user experience by making on-chain interactions more accessible and cost-effective.

链捕手Há 17m

"JUST 6th Anniversary x GasFree Super Carnival Month" Grandly Arrives: Enjoy "0" Gas Transfer Freedom & Share the 10,000 USDT Bonus Pool

链捕手Há 17m

BNB Chain Releases Research Report, Exploring Post-Quantum Cryptography Migration Path for BSC

BNB Chain, a leading Layer-1 blockchain ecosystem, has released a research report exploring the potential migration path for BNB Smart Chain (BSC) to post-quantum cryptography. The study evaluates replacing traditional cryptographic systems with quantum-resistant alternatives, specifically examining the use of ML-DSA-44 for transaction signing and pqSTARK for aggregating validator consensus signatures. While quantum computers are not currently a practical threat to existing blockchain cryptography, the research represents a proactive effort to ensure long-term network security and infrastructure resilience. The report assessed several core areas of the BSC tech stack, including post-quantum transaction signing, validator signature aggregation, transaction validation, public key storage, and network performance under increased data loads. A key finding is that achieving post-quantum readiness is technically feasible today but requires significant trade-offs in scalability. Test data indicates: • Transaction size would increase from ~110 bytes to ~2.5 kilobytes. • Block size would grow from ~110 kilobytes to ~2 megabytes. • Native transfer TPS would decrease from 4,973 to 2,997. The primary performance bottleneck is not signature verification itself, but the increased network transmission overhead caused by larger transaction and block sizes. Conversely, the pqSTARK aggregation technology proved highly efficient, compressing validator signatures by an approximately 43:1 ratio, which helps manage consensus-layer overhead. The report notes that post-quantum alternatives for areas like P2P handshakes and KZG commitments were not within the scope of this evaluation and require further research and broader ecosystem coordination. BNB Chain emphasizes this work is a research-oriented exploration and not a response to any imminent security threat.

marsbitHá 1h

BNB Chain Releases Research Report, Exploring Post-Quantum Cryptography Migration Path for BSC

marsbitHá 1h

Trading

Spot
Futuros
活动图片