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加密货币市场见解 2022年7月6日 – 技术分析 & 期权流模型

7 月 6日, 2022

市场总结

  • BTC 从历史高点下跌了

    73%

  • BTC 价格在

    $18,750

    $21,900

    之间徘徊.

  • 波动率从

    70%

    上涨至

    90%

  • 重要价位:
  • 支撑位:

    $18,750

    $17,600

  • 阻力位:

    $19,700

    $21,900

  • 结合技术分析和我们的期权流模型,下周比特币的价格预计将在

    $17,600

    $21,500

    之间徘徊。

技术分析

过去两周,比特币价格在 $18,750 至 $21,900 之间徘徊。比特币在6月26日达到了区间的最高点 $21,888(符合我们在上一次简报中预测的结果)。$20,000 形成了暂时的支撑位,在8个交易日后跌破这一价位。自6月26日以来出现连续7个阴线,最终在$18,750左右找到支撑。

图 1: 比特币波动率指数 (BVIN)

(来源: Glassnode – Greythorn 研究团队)

在波动率方面,6月初价格下跌后波动率从108%下降到70%。然而,自上周日以来,波动性已回升到90%。在熊市中,下行风险将永远是关键的焦点,这也是波动率会剧烈波动的原因。


图 2: BTCUSDT 4小时K线图 (Binance)

(来源: TradingView – Greythorn 研究团队)

总体来看,比特币在接下来的一周预估将介于 $17,600 和 $21,900 之间:

  • 第一个支撑位位于 $18,750,然后第二个支撑位是最近的低点,约为$17,600。
  • 第一个阻力位位于 $19,700。结合 Greythorn 的期权流模型,第二个阻力位位于 $21,900 附近。

有关支撑位和阻力位的更多信息,请参阅支撑位: https://www.investopedia.com/terms/s/support.asp
和阻力位: https://www.investopedia.com/terms/r/resistance.asp .

Greythorn期权流模型

Greythorn 对市场的看法在很大程度上取决于供需机制。 随着加密市场的日渐成熟并吸引大量资本流动,其衍生品市场也在发展。衍生品市场通常对其标的资产有重大影响,因为市场参与者倾向于通过现货和期货市场对冲风险。于 Greythorn 研究团队开发的专有期权流模型旨在反映我们对衍生品市场头寸如何影响比特币走势的判断。


图 3: Greythorn 期权流模型 040722

(来源:Greythorn 研究团队)

(数据来源: Laevitas)

比特币本周开盘报价 $19,297,此前一周表现疲弱。我们预测在一系列出现负净GEX的价格位置(即 $18,000、$19,000、$20,000 和 $21,000),波动率将会有所提升。根据上图所示,目前还没有显著的支撑位。然而,$18,600、$18,400 和 $14,500 这些价位可以给比特币提供一定的支撑。因为 $19,500 这个价位的GEX净额较大,这会是一个相对强劲的阻力位。如果比特币超过 $20,000,$20,500 和 $21,500 将成为第二个和第三个阻力位。从负GEX下降和支撑位减少中也可以证明这周市场相比上周会显得波动性更大。

总而言之,根据 Greythorn 的期权流模型,我们认为比特币价格将在 $21,500 这个价位以下的区间运行。结合我们的技术分析,这两种分析方式都显示了市场波动在接下来的一周可能比过去一周更加剧烈。

有关Greythorn期权流程模型的介绍,请参阅我们
2022年6月22日
的简报。

https://greythorn.substack.com/p/greythorn-asset-management-newsletter

参考文献

Squeeze Metrics, ‘The implied order book’, 2020.

本简报中包含的信息纯粹是我们的观点,读者不应将其视为构成任何形式的财务或投资建议。我们鼓励读者自行研究他们感兴趣的任何金融产品,Greythorn 不对潜在损失承担任何责任。

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