
Post
在金
最近把 Lighter 换成 Entropy 来和 Arcus 对冲
挂了好几天,感觉点差磨损有点太大了
NVDA 硬生生给我整出 4.13U 每万美元
➡️所以给程序新增了两个设定:
▪️“方向还是按资金费率选。选好之后后,等基差偏离近期平均、对这个方向有利至少 3 bps 再开”
▪️“开仓期间如果点差回补回来以后两边相加PNL为正,就止盈,这样能把磨损赚回去,还能多刷一轮”
等我这周测试完成,就给大家更新咱们的开源版本💗

Disclaimer: OKX Orbit content is provided for informational purposes only. Learn more
Replies
No comments yet. Be the first to reply!
Trending crypto
BTC/USDTBitcoin
$73,657+0.01%
ETH/USDTEthereum
$2,049.15+0.01%
SOL/USDTSolana
$83.04+0.01%
Today’s market buzz
1#BTC fell below $75,000 before the US October CPI release


2#AI stocks pull back: UBS says position reset, Bank of England warns of crash risk
3#Trump says the possibility of a large-scale strike on Iran is low, oil prices plummet

