BTC 因子走势图
数据:None | 2026-05-18 ~ 2026-05-24 | 2026-06-02 07:55:51
全局相关系数矩阵
| 名称 | vs总分 | vs价格 | lag1 | lag3 | lag5 | lag10 | lag20 |
|---|
| TR | 趋势 | +0.561 | +0.376 | -0.011 | -0.018 | -0.023 | -0.030 | -0.039 |
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| OB | 挂单 | +0.254 | +0.015 | +0.003 | +0.028 | +0.039 | +0.015 | -0.021 |
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| TK | 成交 | +0.103 | -0.010 | +0.004 | -0.005 | -0.017 | -0.023 | +0.007 |
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| OI | 持仓量 | -0.009 | +0.048 | +0.021 | +0.029 | +0.030 | +0.033 | +0.033 |
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| FR | 费率 | +0.181 | -0.076 | -0.008 | -0.015 | -0.021 | -0.029 | -0.038 |
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| MP | 痛点 | +0.492 | +0.269 | -0.019 | -0.029 | -0.036 | -0.044 | -0.054 |
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| VD | 量变 | +0.085 | -0.035 | +0.018 | +0.018 | +0.011 | -0.021 | +0.004 |
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| BTC | BTC | +0.486 | +0.337 | +0.006 | +0.012 | +0.017 | +0.025 | +0.041 |
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| GM | Gamma | +0.049 | +0.315 | -0.010 | -0.017 | -0.031 | -0.052 | -0.063 |
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| IV | 波动率 | +0.041 | -0.045 | -0.021 | -0.034 | -0.036 | -0.051 | -0.056 |
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| EX | 衰竭 | +0.030 | -0.164 | +0.014 | +0.025 | +0.051 | +0.063 | +0.048 |
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| LC | 清算 | +0.000 | +0.000 | +0.000 | +0.000 | +0.000 | +0.000 | +0.000 |
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| MR | 回归 | +0.149 | +0.172 | +0.011 | +0.004 | +0.001 | +0.005 | +0.029 |
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| SM | 聪明钱 | +0.155 | +0.298 | -0.010 | -0.009 | -0.011 | +0.002 | -0.002 |
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| MTF | MTF共振 | +0.016 | +0.007 | -0.023 | -0.030 | -0.030 | -0.014 | -0.005 |
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| OBL | 清算占比 | +0.000 | +0.000 | +0.000 | +0.000 | +0.000 | +0.000 | +0.000 |
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| LL | 低杠杆 | +0.142 | +0.045 | -0.021 | -0.032 | -0.021 | -0.020 | -0.016 |
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| LEX | 清算衰竭 | +0.145 | +0.058 | +0.002 | +0.014 | +0.021 | +0.016 | +0.001 |
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