SignalPlus波动率专栏(20231214)：BTC再度挑战43000美元，Vol Skew回归

Odaily星球日报Опубліковано о 2023-12-14Востаннє оновлено о 2023-12-14

Анотація

数字货币方面，BTC从41000下方一路上行至43000附近，日内涨幅达4%。期权方面，前端由于FOMC不确定性落地而大幅回落，Vol Curve走陡。

昨日（1 3D ec）美国 11 月 PPI 年率录得 0.9% ，略低于预期的 1% ，为今年 6 月以来新低。随后在凌晨举行的 FOMC 会议上，美联储宣布维持利率不变，并承认经济和通胀有所放缓，鲍威尔发出鸽派言论：我们相信政策利率已经到达，或者接近峰值，降息已开始进入视野。同时点阵图暗示明年可能会有 3 次降息，互换市场定价到 2024 年年底美联储将降息超过 140 个基点。美联储此次明显的鸽派倾向推动了美债收益率全线大幅下挫，作为全球资产定价之锚的 10 年期美债收益率失守 4% 关口，报 3.954% ，两年期收益率更是跌超 30 个基点，现报 4.334% 。美三大股指集体上涨，标普/纳指/道指分别收涨 1.37% /1.38% /1.40% 。

SignalPlus波动率专栏(20231214)：BTC再度挑战43000美元，Vol Skew回归

Source: SignalPlus, Economic Calendar

SignalPlus波动率专栏(20231214)：BTC再度挑战43000美元，Vol Skew回归

Source: Binance & TradingView

数字货币方面，BTC 从 41000 下方一路上行至 43000 附近，日内涨幅达 4% 。期权方面，前端由于 FOMC 不确定性落地而大幅回落，Vol Curve 走陡；另一方面，价格的反弹成功帮助 Vol Skew 收复失地，BTC 前端重回零值附近，ETH 更是冲高达到 3% ～ 5% ，在交易方面同样能观察到看涨策略的回归，BTC 上的 Dec vs Jan 三角价差成交火热，两种方向的策略买卖总量相对均衡，ETH 在年底出现大量 1900 vs 2300 Long Call Spread，同时在一月 2500/2800 的位置也再度出现买入看涨成交。

SignalPlus波动率专栏(20231214)：BTC再度挑战43000美元，Vol Skew回归

Source: Deribit （截至 14 DEC 16: 00 UTC+ 8）

SignalPlus波动率专栏(20231214)：BTC再度挑战43000美元，Vol Skew回归

Source: SignalPlus

SignalPlus波动率专栏(20231214)：BTC再度挑战43000美元，Vol Skew回归

Source: SignalPlus

SignalPlus波动率专栏(20231214)：BTC再度挑战43000美元，Vol Skew回归

Source: Deribit Block Trade

SignalPlus波动率专栏(20231214)：BTC再度挑战43000美元，Vol Skew回归

Source: Deribit Block Trade

SignalPlus波动率专栏(20231214)：BTC再度挑战43000美元，Vol Skew回归

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

Пов'язані матеріали

Bitcoin To $400,000? Analyst Uses Gold Overlay To Make Bold 2026 Case

A social media analyst, Vivek Sen, has suggested Bitcoin could reach $400,000 in 2026 based on a chart overlay comparing its price structure to gold's historical breakout pattern. The claim, made via an X post, argues that if Bitcoin continues to mirror gold's past trajectory, a significant price surge is possible. However, the article notes this is a visual comparison and not a formal forecast or valuation model. The analysis highlights that Bitcoin and gold have different market characteristics, including size, liquidity, volatility, and investor bases. Bitcoin's price is also more influenced by factors like ETF flows, derivatives, and crypto-native leverage. For the $400,000 scenario to materialize, the article suggests sustained institutional inflows, supportive macro conditions, and a strong ongoing uptrend would be necessary. Ultimately, the report frames the $400,000 target as a speculative, bullish scenario rather than a base-case prediction. It concludes that while the gold overlay provides an interesting framework, its relevance depends on real-world market confirmation through price action and demand signals.

bitcoinist1 год тому

Bitcoin To $400,000? Analyst Uses Gold Overlay To Make Bold 2026 Case

bitcoinist1 год тому

Bitcoin Halving Clock Points To Bottoming Phase, But Cycle Signal Needs Caution

Crypto analyst Crypto Rover claims Bitcoin is currently in a post-halving "bottoming phase," based on a historical cycle chart suggesting repeatable market rhythms. However, the analysis is flagged as speculative trader commentary, not a confirmed signal. The article cautions that halving-cycle models are less reliable in today's more mature, institutional market influenced by ETFs, derivatives, and macro factors. While such narratives can shape trader sentiment, actual confirmation of a bottom requires support from price action, liquidity, on-chain data, and broader risk appetite. The key takeaway is to view the cycle argument as an interesting framework, not a trade signal, until Bitcoin demonstrates it can hold key support levels and build a stronger price structure.

bitcoinist3 год тому

Bitcoin Halving Clock Points To Bottoming Phase, But Cycle Signal Needs Caution

bitcoinist3 год тому

Bitcoin Trader Says Cycle Tops And Bottoms Match Exact Day Counts

A Bitcoin trader claims to have discovered a remarkably precise timing pattern in Bitcoin's market cycles, suggesting they repeat to the exact day. According to the trader, bull-market runs from cycle low to high in the 2014-2017, 2018-2021, and 2022-2025 periods each lasted precisely 1,064 days. Similarly, bear-market declines from peak to trough in 2017-2018 and 2021-2022 allegedly lasted exactly 364 days. Such a pattern would offer traders a simple, calendar-based framework for anticipating market turns. However, the article highlights significant risks with such exact-cycle claims, noting they can depend heavily on cherry-picking specific price peaks and troughs to fit the narrative. Factors like Bitcoin halvings, macro conditions, and investor psychology influence markets but don't guarantee perfect day-count windows. Despite the skepticism warranted towards precise date predictions, cycle theories remain powerful narratives in crypto. They provide traders with a story to frame market uncertainty and timing decisions, especially during periods of consolidation. The takeaway is that while these patterns are interesting as social-market commentary, they should not be relied upon alone for making concrete price predictions.

bitcoinist5 год тому

Bitcoin Trader Says Cycle Tops And Bottoms Match Exact Day Counts

bitcoinist5 год тому

$9.4 Billion: The Largest Robotics Funding This Year Has Emerged

Munich-based humanoid robotics company Neura has completed a $1.4 billion (approximately RMB 94.9 billion) Series C funding round, valuing the company at around $7 billion and positioning it among the global leaders in the sector. The investment round is notable not just for its size—reportedly the largest in robotics this year—but also for its strategic backers, which include tech giants like NVIDIA and Amazon, alongside established industrial players such as German engineering firms Bosch and Schaeffler. This mix of investors signals a significant shift in the industry's focus from technological demonstrations and general-purpose narratives toward practical, industrial deployment and commercialization. Neura's approach centers on developing humanoid robots for defined, high-value industrial tasks rather than pursuing a general-purpose model. Its early validation comes from a partnership with BMW, where its robots are being tested on actual production lines. The involvement of Bosch and Schaeffler, companies deeply embedded in global manufacturing, underscores a growing belief that humanoid robots are transitioning from labs to viable factory-floor solutions. The article highlights two converging trends driving investment: advancements in AI and large language models, which enhance robots' perception and decision-making in unstructured environments, and mounting pressure from labor shortages and rising costs in major manufacturing regions. The funding landscape is now bifurcating between companies like Figure AI, focusing on versatile general-purpose robots, and firms like Neura, targeting specific vertical industrial applications with clearer, shorter paths to ROI. While technical hurdles remain, the core challenges for widespread adoption are increasingly seen as engineering and commercial in nature: managing the high integration and customization costs for different factory environments and establishing robust, localized maintenance and service networks. The record investment in Neura, particularly from industrial capital, indicates the industry's growing confidence in moving from proving feasibility to solving the practical problems of scalability, reliability, and building sustainable business models around humanoid robots in real-world settings like automotive manufacturing and hazardous labor environments.

marsbit11 год тому

$9.4 Billion: The Largest Robotics Funding This Year Has Emerged

marsbit11 год тому

Coinbase And Ethena Launch High Yield USDC Vault Powered By Morpho

Coinbase has launched a new High Yield USDC Vault in collaboration with Ethena Labs and powered by Morpho, curated by Steakhouse Financial. This marks the first live product from the Coinbase-Ethena partnership, offering Coinbase users access to enhanced yields through a simplified interface. Unlike Coinbase's more conservative vaults, this product accepts a broader collateral mix, including synthetic assets like Ethena's USDe, which allows for higher potential returns but introduces greater risks related to collateral behavior and market dynamics. The annual percentage yields (APYs) are dynamic and not guaranteed. The launch underscores a trend of centralized exchanges packaging complex DeFi strategies into user-friendly products, expanding access while highlighting the need for clear risk disclosure. The vault is currently available to eligible users in the U.S. (excluding New York) and select international markets.

bitcoinist14 год тому

Coinbase And Ethena Launch High Yield USDC Vault Powered By Morpho

bitcoinist14 год тому

Торгівля

Спот

Ф'ючерси