Jeff Liang ✓

@JeffLia12309881 · joined 16 Jun 2020

致力于打造独特的比特币期权量化生息产品讨论社区 https://t.co/ybKgcJJXl1

19 261Followers

2 004Following

6 830Posts total

19.9KViews on collected posts

Son gönderiler

Jeff Liang ✓@JeffLia1230988122 Sep

利用backtest greeks live回测检验的简单有效的BTC本位期权策略。 https://t.co/liRe3SQRkq

1.3K views · 8 likes · 1 reposts · 1 replies Open on X →

Jeff Liang ✓@JeffLia1230988119 Sep

把backtest greeks live对2020/09-2021/01升波情况下，纯买期权剥gamma和卖出日历（卖远期买短期跨式），都进行delta hedge，作了对比。报告丢给ai总结了一下。升波窗口里，卖出日历是更便宜的长 Gamma 只看 2020/09–2021/01 这一段：BTC 从约 1 万走到 3 万附近，30 天 ATM 隐含波动从约 50% 2.2K views · 11 likes · 4 reposts · 18 replies Open on X →

Jeff Liang ✓@JeffLia1230988119 Sep

2022年对于卖权来说也会相当难做。隐波从50-60跑去100左右，三次。 https://t.co/wvL4d9SK98

2.2K views · 10 likes · 0 reposts · 1 replies Open on X →

Jeff Liang ✓@JeffLia1230988118 Sep

@JeffLia12309881 被同一方向打到的强度 41 views · 0 likes · 0 reposts · 0 replies Open on X →

Jeff Liang ✓@JeffLia1230988118 Sep

@JeffLia12309881 学习了 71 views · 0 likes · 0 reposts · 0 replies Open on X →

Jeff Liang ✓@JeffLia1230988118 Sep

订单流、库存倾斜与波动率曲面客户订单流成交后，做市商在期权簿中的净头寸及对应 Greeks 暴露随之改变。若该暴露偏离风险目标，做市商通常会同时使用几类工具：库存倾斜（平移报价中心）、非对称扩大买卖价差、调整挂单量，以及在标的或相关品种上对冲，以降低同一风险继续累积的概率。 3.9K views · 36 likes · 6 reposts · 5 replies Open on X →

Jeff Liang ✓@JeffLia1230988118 Sep

市场对加密交易所上美股期权的卖方机会期待很高，但有一点很多人未必清楚：波动率溢价主要集中在指数期权，个股期权往往并不具备同样的溢价。因此市场上有一种常见做法叫 dispersion 3.3K views · 18 likes · 3 reposts · 24 replies Open on X →

Jeff Liang ✓@JeffLia1230988114 Sep

@JeffLia12309881 1–4月快速升波 + 正偏，5月剧烈降波 + 负偏，7–11月二次升波我都怀疑现货没事这句话出自21年了🤣 https://t.co/2ub9vYm9zl

355 views · 1 likes · 0 reposts · 0 replies Open on X →

Jeff Liang ✓@JeffLia1230988114 Sep

@JeffLia12309881 印象深刻，极致精彩的一年 493 views · 3 likes · 0 reposts · 0 replies Open on X →

Jeff Liang ✓@JeffLia1230988114 Sep

对回测而言，2021年的样本是策略的终极考核，有快速升波、降波、正偏、负偏，各种场景都覆盖了。 6K views · 23 likes · 1 reposts · 5 replies Open on X →

Aynı büyüklükteki hesaplara karşı

Son 90 güne ait 10 gönderi, 10K–100K takipçi aralığıyla yan yana. geniş kitleye gösteriliyor, ama izleyenlerin azı tepki veriyor.

Medyan görüntülenme1 726bu hesap92410K–100K için medyan

Erişim, %8.96%bu hesap3.62%10K–100K için medyan

Etkileşim, %0.55%bu hesap1.52%10K–100K için medyan

Ölçüt	Bu hesap	10K–100K için medyan	Oran
Gönderi başına medyan görüntülenme	1 726	924	1.87×
Erişim (görüntülenme ÷ takipçi)	8.96%	3.62%	2.47×
Etkileşim oranı	0.55%	1.52%	0.36×

Bu aralıktaki diğer hesaplar → Başka bir hesapla karşılaştır → Bu kıyas değerleri nasıl kuruluyor →

Growth & engagement

How the posts we collected actually performed: views and reaction rate post by post, what the audience did with them, and where the follower count goes.

Views per post

6K14 Sep

493

355

3.3K18 Sep

3.9K

2.2K19 Sep

2.2K

1.3K22 Sep

Last 10 collected posts, oldest on the left. The scale is logarithmic: one post can outrun the rest a hundred times over.

Engagement rate per post

0.50%14 Sep

0.61%

0.28%

1.38%18 Sep

1.20%

0.00%

0.49%19 Sep

1.51%

0.79%22 Sep

Reactions — likes, reposts, replies and quotes — divided by views. Median for 10K–100K accounts is 1.52%.

What the audience does

Likes45.6%110 in total

Reposts6.2%15 in total

Replies22.4%54 in total

Quotes0.4%1 in total

Bookmarks25.3%61 in total

Share of every reaction we collected for this account. Replies mean argument, reposts mean endorsement, bookmarks mean the post was worth keeping.

The follower curve appears once this account has two daily snapshots — we take one a day, and this one is on its first.

Son gönderiler

Aynı büyüklükteki hesaplara karşı

Growth & engagement

Views per post

Engagement rate per post

What the audience does

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