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This weekly crypto options note links a lower-than-expected US inflation reading and falling yields to a near-term bullish view on risk assets, while noting Bitcoin’s separate spot ETF catalyst. It reviews seasonal expectations for subdued holiday…
This guide outlines a crypto pairs mean-reversion strategy built around cointegration rather than correlation alone. It proposes testing logged price series with the Engle–Granger method, estimating a regression hedge ratio, and checking the resulting spread…
The document explains the two main parts of a blockchain block and how they work together. A header holds identifying and validation information, including the prior block’s hash, protocol version, timestamp, mining target, nonce, and Merkle root. The body…
This brief mid-week recap discusses crypto derivatives conditions for Bitcoin and Ether as of December 6, 2022. It reports that realized volatility continued to make new lows, Bitcoin’s term structure was unchanged over the week, and skew continued to…
This year-end market note reviews Bitcoin and Ether volatility conditions around December 31, 2022. It describes unusually quiet Bitcoin trading, a sharp decline in seven-day realized volatility, and Deribit’s volatility index closing near its annual low.…
This overview distinguishes price-based market data from blockchain activity data and describes metrics that may help frame digital-asset valuation. Market capitalization is token supply multiplied by price, while trading volume is used as a rough gauge of…
This weekly market note reviews crypto options and volatility conditions around US inflation and Federal Reserve announcements in December 2022. It describes short-dated Bitcoin implied volatility rising ahead of CPI, then falling after the releases, while…
This podcast overview describes CVI, a decentralized product designed to provide exposure to implied volatility in Bitcoin and Ethereum options. It outlines an index and a more volatile leveraged variant, real-time leveraged positions, and a planned…
The article links Japan’s bear-steepening yield curve and weakening yen to a possible reduction in global credit supply. It argues that Japan’s debt burden may constrain short-term rate increases, while Japanese holdings of foreign debt make the country an…
The article analyzes a reported Bithumb accounting error that credited users with Bitcoin balances that existed only on the exchange’s internal ledger. Recipients sold into live bids, producing a steep local price decline while prices on other venues…
This article reviews US legislative proposals that could place much of the digital asset market under the Commodity Futures Trading Commission. It describes bills proposing CFTC oversight of spot digital commodity exchanges, intermediaries, stablecoin…
The newsletter interprets market reactions to a Fed rate cut and Powell’s comments, then compares gold and Bitcoin through futures trends, implied volatility, and 180-day 25-delta risk reversals relative to at-the-money volatility. It reports positive gold…
Ethereum transaction inputs and event logs store values in compact encoded forms. Applications commonly rely on a contract’s ABI to map that data to function names, argument types, and readable values. Maintaining ABI files becomes difficult when an…
This overview describes how institutional crypto trading differs from retail activity, emphasizing larger trade sizes, specialized infrastructure, compliance demands, and execution across multiple venues. It surveys approaches including over-the-counter…
This market snapshot combines derivatives positioning, funding, order books, ETF flows, stablecoin activity, and macroeconomic data to assess crypto market conditions. It interprets BTC and ETH's unusually low 30-day correlation as a reason to question…
This weekly recap describes changes in Bitcoin and Ether options markets after news about Grayscale ETFs. It reports that realized volatility had fallen while prices stayed near the bottom of their recent range, then rose sharply after the news and an…
This market recap reviews BTC and ETH options positioning before US CPI. It reports lower realized volatility as prices stayed in ranges, while implied volatility changed little and carry turned positive. The author sees short gamma as attractive, suggesting…
This podcast recap examines changes in Bitcoin and Ethereum options volatility, focusing on the spread between their implied volatilities. The discussion attributes shifts in that relationship to factors including persistent option supply, an Ethereum ETF…
The document recounts Annelise Osborne’s move from traditional finance into digital assets and her view of how blockchain could support financial markets. It describes tokenized securities, programmable loans and bonds, and the potential for blockchain to…
This weekly snapshot reviews crypto market conditions from March 19 to 26, 2024. It links Bitcoin’s recovery after an inflation-driven dip to persistent ETF demand and pre-halving accumulation, while noting uncertainty about demand after the halving and…
The document introduces analytics for stablecoin lending and borrowing across Aave, Compound, and MakerDAO on Ethereum, Arbitrum, Optimism, and Avalanche. It describes hourly and daily historical measures, including deposits, borrowing, interest earned,…
This podcast recap contrasts the sharp equity selloff after unexpectedly severe U.S. tariff announcements with Bitcoin’s relative price and implied-volatility stability. It discusses possible explanations, including earlier crypto deleveraging, seller…
This product update describes several analyses for crypto derivatives and blockchain activity. Its options material includes constant-maturity butterfly values across selected deltas and time windows, at-the-money implied volatility box plots, and dealer…
This analysis uses estimated institutional Bitcoin ETF cost bases to map how drawdowns could push holdings underwater and potentially amplify selling. It presents scenarios from current prices through a 30% decline, arguing that stress rises nonlinearly…