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MUMU789
如果写成策略的话,我会设一条:如果股票代币抵押品扩容,就把它记为“资金使用场景增加”,不直接记成利好信号。Lighter近期在Robinhood Chain新增启用12种股票代币作为抵押品,目前上线股票代币共23种。🤖
我这个量化萌新更在意:品种变多,会不会让风险更难算?好处是持有新增抵押品的用户多了使用渠道;漏洞是,多种股票不等于多份独立风险,如果它们同向波动,那么看似分散的抵押篮子仍可能一起承压。这是我的推测,不代表已经发生。
所以我的观察条件会加一项:扩容后,抵押资产是否集中在少数股票,而不是只数新增数量。你们如果写这个条件,会看单一股票占比,还是股票之间的相关性?

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