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Dokumentumok száma: 766
This weekly market recap reviews BTC and ETH options through realized and implied volatility, term structure, skew, option flows, and dealer gamma. It reports falling realized and implied volatility, especially at the front end, alongside differences in…
This report surveys stablecoin market capitalization, issuance and redemptions, transfer sizes, and network participation during 2023 and 2024. It compares major assets including USDT, USDC, FDUSD, and DAI, describing distinct patterns in supply growth and…
This weekly crypto market report surveys spot exchanges, futures and swaps, decentralized exchanges, lending activity, and Bitcoin and Ethereum network metrics for the week of May 24, 2023. It describes lower centralized-exchange volumes after a burst of…
This product-feature note introduces a chart comparing implied volatility in option wings with at-the-money implied volatility. Users can select an option delta and days to expiry, then inspect the wing-to-ATM volatility ratio. The example states that ETH…
This conference recap reports themes raised at an AIM Summit Dubai panel on whether conditions were favorable for crypto. Discussion covered the macro backdrop, regional differences, stablecoins, and tokenization. The article also notes institutional…
This article explains how historical Bitcoin market data can support research, strategy backtesting, volatility analysis, and comparisons with other assets. It describes API access as a way to request data over chosen periods and automate analysis. The data…
This report summary presents findings from interviews with 100 senior professionals at asset managers, wealth managers, hedge funds, and digital asset firms. It describes institutional concerns about fragmented regulation, interoperability for tokenized…
This primer explains how algorithmic stablecoins seek to hold a fiat peg by adjusting token supply, often through a related token and arbitrage. It compares them with fiat-backed and over-collateralized designs, and outlines evaluation factors including…
The report argues that Bitcoin’s price drivers have shifted from the four-year halving cycle toward institutional flows, especially ETF activity, alongside monetary policy, regulation, and broader risk appetite. It describes a post-correction market with…
This overview explains tokenization as representing ownership interests in physical or digital assets with blockchain-recorded tokens. Divisible tokens can represent fractions of assets such as property, art, or intellectual property, and transfers can be…
This midweek derivatives recap summarizes Bitcoin and Ether conditions during a period when spot prices were testing familiar levels. It discusses realized volatility, the shape of the volatility term structure, skew, options flows, and dealer gamma. Bitcoin…
This weekly market note links Bitcoin’s rally to macro developments including rising bond yields, war-related spending concerns, gold strength, and optimism about a Bitcoin ETF and the Ripple lawsuit. It reviews Bitcoin options term structure, put skew,…
The document describes a chart for comparing two historical derivatives term structures. Users choose two dates and times, with minute-level precision, to inspect how the curve changed between those points. This can help examine market responses around…
This overview explains why digital-asset tax and regulatory compliance can be difficult for financial institutions. It describes the record-keeping challenge created by pseudonymous networks, cross-border activity, and varied transactions such as asset…
The article outlines ways institutional investors can seek yield from DeFi lending, borrowing, and liquidity provision. It recommends comparing protocols for liquidity and expected returns, accounting for interest, fees, and token incentives, and using…
The announcement explains how a decentralized oracle network can connect blockchain smart contracts to external APIs, which contracts cannot query directly. It describes a partnership through which Amberdata market and blockchain data can be requested…
The article explains two execution benchmarks for large crypto orders. VWAP weights transaction prices by traded volume, so high-volume trades influence it more. TWAP gives equal weight to prices across fixed time intervals, supporting a steadier execution…
The document introduces a metric comparing Deribit’s DVOL Index with constant 30-day at-the-money volatility. It can be displayed as either a ratio or a spread, offering a way to examine how the volatility represented across strikes differs from the…
This weekly review combines a market outlook with BTC and ETH options observations. It links BTC’s consolidation to lower implied volatility and describes the term structure as flat, while noting that contango is the more common state. The author uses that…
This article surveys Ethereum’s network activity and ecosystem developments around its eighth anniversary. It reports snapshots of staking, decentralized finance deposits, node counts, transaction activity, and ETH price and capitalization, then outlines a…
The article explains how leveraged crypto positions can be forcibly closed when prices fall, collateral loses value, liquidity dries up, or other shocks weaken a position. Because liquidation systems often operate automatically, one round of forced selling…
This market recap compares Bitcoin and Ethereum options through realized and implied volatility, term structure, skew, trading flows, and dealer gamma. It describes falling Bitcoin realized volatility alongside firmer implied volatility, while Ethereum’s…
This digital asset market update reviews regulatory developments involving Binance and Kraken, a planned Ethereum layer 2 network from OKX, and activity across centralized exchanges, decentralized exchanges, and DeFi lending. It reports declining Binance…
This market newsletter reviews crypto options positioning ahead of a U.S. election and a dense schedule of economic releases. It compares Bitcoin implied and realized volatility, noting a stated premium in short-dated options and a rise in implied volatility…