加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

Odaily星球日报2023-12-30 tarihinde yayınlandı2023-12-30 tarihinde güncellendi

Özet

如何应用数据公布时间管理事件驱动策略？

2024 年数据公布时间（北京时间）

如何应用数据公布时间管理事件驱动策略？

事件驱动的短线信号策略和事件驱动的过滤信号策略是基于重要经济数据公布对市场产生的影响而制定的两种不同的交易策略。

事件驱动的短线信号策略：这种策略适用于短期交易者，如日内交易者或高频交易者。它利用重要经济数据公布所引发的市场短期波动，追求快速的买入或卖出交易以获取短期利润。短线交易者通常会密切关注数据公布时间，并在公布后立即采取行动，以捕捉价格的瞬时变动。
事件驱动的过滤信号策略：这种策略更适用于中长期交易策略和风险管理的考虑。它通过过滤重要经济数据公布的时间，避免在不可预测的市场波动中承担风险。这意味着在数据公布期间，策略会选择避免进行交易，以规避市场波动性较高的时段。它们会等待市场重新稳定后再重新参与，以减少交易过程中的不确定性。

需要明确的是，这两种策略针对不同的交易时间和风险偏好。短线信号策略侧重于迅速捕捉短期价格波动，适合那些有快速决策和执行能力的交易者。而过滤信号策略则更注重风险管理和保护资本，适合那些更关注中长线绩效的交易策略。

比特币减半距离今天（2023.12.29）还有约 128 天

减半倒计时：https://www.nicehash.com/countdown/btc-halving-2024-05-10-12-00?_360safeparam=1289146171

市场技术与情绪环境分析

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

情绪分析组成

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

技术指标

价格走势

过去一周 BTC 价格下跌-2.96% ，ETH 价格上升 4.67% 。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

上图是 BTC 过去一周的价格图

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

上图是 ETH 过去一周的价格图

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

表格显示过去一个周的价格变化率

价量分布图（支撑阻力）

过去一周 BTC 与 ETH 价格在密集成交区内宽幅震荡。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

上图是 BTC 过去一周的密集成交区分布图

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

上图是 ETH 过去一周的密集成交区分布图

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

表格显示 BTC 与 ETH 过去一周中每周的密集成交区间

成交量与未平仓量

过去一周 BTC 与 ETH 都在 12.26 后成交量开始放大；未平仓量 BTC 下降，ETH 上升。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

上图最上方 BTC 的价格走势，中间是成交量、最下方是未平仓量、浅蓝色是 1 天均值，橘色是 7 天均值。其中 K 线的颜色代表当前的状态，绿色是价格上升有成交量支持，红色是在平仓，黄色是在缓慢累积仓位，黑色是拥挤状态。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

上图最上方 ETH 的价格走势，中间是成交量、最下方是未平仓量、浅蓝色是 1 天均值，橘色是 7 天均值。其中 K 线的颜色代表当前的状态，绿色是价格上升有成交量支持，红色是在平仓，黄色是在缓慢累积仓位，黑色是拥挤状态。

历史波动率与隐含波动率

过去一周历史波动率 BTC 在 12.26 最高 ETH 在 28 号最高，隐含波动率整体上升。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

黄色线为历史波动率，蓝色线为隐含波动率，红点是其 7 日平均

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

事件驱动

本周无数据公布。

情绪指标

动量情绪

过去一周比特币/黄金/纳指/恒指/沪深 300 中，恒指最强势，而表现最差为比特币。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

上图为不同资产过去一周的走势

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

放贷利率_借贷情绪

过去一周 USD 放贷年化收益平均为 12.6% ，利率持续下跌。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

黄色线为 USD 利率的最高价，蓝色线为最高价的 75% ，红色线为最高价的 75% 的 7 天平均值

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

表格显示 USD 利率过去不同持有天数的平均收益

资金费率_合约杠杆情绪

过去一周 BTC 资费平均年化收益为 27.5% ，最近一天合约杠杆情绪高涨。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

蓝色线为币安上 BTC 的资金费率，红色线为其 7 日平均

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

表格显示 BTC 的资费过去不同持有天数的平均收益

市场宽度_整体情绪

过去一周选中的 129 个在币有 20% 的币在 30 日均线上方，目前大部分的币都跌至 30 日均线下方。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

上图为['1000 floki', '1000 lunc', '1000 pepe', '1000 shib', '100 0x ec', '1inch', 'aave', 'ada', 'agix', 'algo', 'ankr', 'ant', 'ape', 'apt', 'arb', 'ar', 'astr', 'atom', 'audio', 'avax', 'axs', 'bal', 'band', 'bat', 'bch', 'bigtime', 'blur', 'bnb', 'btc', 'celo', 'cfx', 'chz', 'ckb', 'comp', 'crv', 'cvx', 'cyber', 'dash', 'dgb', 'doge', 'dot', 'dydx', 'egld', 'enj', 'ens', 'eos','etc', 'eth', 'fet', 'fil', 'flow', 'ftm', 'fxs', 'gala', 'gmt', 'gmx', 'grt', 'hbar', 'hot', 'icp', 'icx', 'imx', 'inj', 'iost', 'iotx', 'jasmy', 'kava', 'klay', 'ksm', 'ldo', 'link', 'loom', 'lpt', 'lqty', 'lrc', 'ltc', 'luna 2', 'magic', 'mana', 'matic', 'meme', 'mina', 'mkr', 'near', 'neo', 'ocean', 'one', 'ont', 'op', 'pendle', 'qnt', 'qtum', 'rndr', 'rose', 'rune', 'rvn', 'sand', 'sei', 'sfp', 'skl', 'snx', 'sol', 'ssv', 'stg', 'storj', 'stx', 'sui', 'sushi', 'sxp', 'theta', 'tia', 'trx', 't', 'uma', 'uni', 'vet', 'waves', 'wld', 'woo', 'xem', 'xlm', 'xmr', 'xrp', 'xtz', 'yfi', 'zec', 'zen', 'zil', 'zrx’]在 30 日均线上方的占比

市场相关性_一致性情绪

过去一周选中的 46 个币中相关性上升至 0.68 左右，不同品种间产生较一致的行情。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

上图蓝色先为比特币价格，绿色线为['1000 floki', '1000 lunc', '1000 pepe', '1000 shib', '100 0x ec', '1inch', 'aave', 'ada', 'agix', 'algo', 'ankr', 'ant', 'ape', 'apt', 'arb', 'ar', 'astr', 'atom', 'audio', 'avax', 'axs', 'bal', 'band', 'bat', 'bch', 'bigtime', 'blur', 'bnb', 'btc', 'celo', 'cfx', 'chz', 'ckb', 'comp', 'crv', 'cvx', 'cyber', 'dash', 'dgb', 'doge', 'dot', 'dydx', 'egld', 'enj', 'ens', 'eos','etc', 'eth', 'fet', 'fil', 'flow', 'ftm', 'fxs', 'gala', 'gmt', 'gmx', 'grt', 'hbar', 'hot', 'icp', 'icx', 'imx', 'inj', 'iost', 'iotx', 'jasmy', 'kava', 'klay', 'ksm', 'ldo', 'link', 'loom', 'lpt', 'lqty', 'lrc', 'ltc', 'luna 2', 'magic', 'mana', 'matic', 'meme', 'mina', 'mkr', 'near', 'neo', 'ocean', 'one', 'ont', 'op', 'pendle', 'qnt', 'qtum', 'rndr', 'rose', 'rune', 'rvn', 'sand', 'sei', 'sfp', 'skl', 'snx', 'sol', 'ssv', 'stg', 'storj', 'stx', 'sui', 'sushi', 'sxp', 'theta', 'tia', 'trx', 't', 'uma', 'uni', 'vet', 'waves', 'wld', 'woo', 'xem', 'xlm', 'xmr', 'xrp', 'xtz', 'yfi', 'zec', 'zen', 'zil', 'zrx’]整体的相关性

市场热点_社交媒体情绪

过去一周热度轮动分别的是 arb/op/sol/bnb/bch,。

加密市场情绪研究报告(12.22-12.29)：2024年数据公布时间管理事件驱动策略信号

数据来源： https://lunarcrush.com/categories/cryptocurrencies

总结

本周行情 BTC 震荡下跌，而 ETH 在 28 号有一波上升，隐含波动率较上周上升， 129 个币安宽度指标显示本周有 80% 小市值币跌至 30 日均线下方；热点方面 arb/op/sol/bnb/bch 轮动拉升；事件方面，等待下个月的美联储议息会议。本周由于小币震荡较大，跟单策略 7 天亏损-6.5% ， 30 天收益 13% 。

Binance CopyTrading: CTA_ChannelCMT

Twitter: @DerivativesCN

Website: https://dcbot.ai/

Medium:https://medium.com/@DerivativesCN

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