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桀-@LTChives
桀-@LTChives
Influential Creator
期限结构雷达 $BTC 首档正价差对应的规模很小。买近卖远报价差+0.87%，首档配对规模约25美元；按1万规模计，这档只覆盖约0.25%。首档量很小，曲线再好看也难按量成交。 $SOL 标记价差为正，买近卖远首档报价却已倒挂。近月年化+2.02%、远月年化+0.38%，近端更贵；标记近远差+0.1%，买近卖远首档报价差-1.13%。没有正的可成交价差，就不要按正价差策略下单。
Gallery 1
$SOL-5.55%
$BTC-4.97%
11:30 · 10/18/26·398 views·Posted on OKX Orbit

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