CryptoQuant User Guide
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  • CryptoQuant数据使用指南
  • 为何市场主体很重要?
  • 15大预置图表⭐
  • Quick Start
    • 巨鲸抛售
    • 矿工售币
    • 巨鲸囤币
    • 大额场外交易
    • 买卖压力
    • 市场趋势
    • 市场情绪
  • Market Indicators
    • MVRV比率
    • 预估杠杆率
    • 稳定币供给比率
  • Network Indicators
    • NVT比率
    • NVT黄金交叉
    • 普尔倍数
    • 存量产量比
    • 存量产量比的回归
    • NVM比率
  • Flow Indicators
    • 交易所巨鲸比率
    • 资金流动比率
    • 稳定币比率
    • 矿工持仓指数
  • Market Data
    • 未平仓量
    • 资金费率
    • 接受者买卖成交量/比率
    • 市值模型
  • Fund data
    • 灰度比特币信托(GBTC)
      • GBTC数字资产持仓
      • GBTC溢价或折扣
  • 灰度以太坊信托(ETHE)
    • ETHE数字资产持仓
    • ETHE溢价或折扣
  • Exchange Flows
    • 交易所储备
    • 交易所流入/流出与净流入
    • 交易所地址数量
    • 交易所交易笔数
  • Stablecoin Exchange Flows
    • 稳定币交易所储备
    • 稳定币交易所流入/流出与净流入
    • 稳定币交易所地址数量
    • 交易所稳定币交易笔数
  • Miner Flows
    • 矿工流出量
  • Inter Entity Flow
    • 交易所间转账总额
    • 矿工向交易所转账总额
  • stablecoin network data
    • Stablecoin Network Data
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On this page
  • Definition
  • Interpretation
  • Use Case
  • Statistical Correlation Analysis to Volatility
  • Link to Our Data

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  1. Market Data

未平仓量

未平仓量是指衍生品交易所中比特币/美元交易对当前的未平仓仓位(包括多头和空头)。

Previous矿工持仓指数Next资金费率

Last updated 4 years ago

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Definition

Open interest is defined as the number of open positions (including both long and short positions) currently on a derivative exchange's BTC/USD trading pairs.

Interpretation

A large value of open interest can indicate increased volatility in the price of BTC. For this reason, an open interest chart could also be useful for determining the market tops and bottoms with additional indicators.

Use Case

Statistical Correlation Analysis to Volatility

We find that open interest (independent variable) and volatility (response variable) are statistically in positive correlation where p-values of F-statistic (for linear model) and the slope are less than 0.001. R-square of the model is estimated as 0.36 where the value is reasonably high considering financial raw data.

The settings for this experiment are the followings:

  • We consider date range from '2018-11-05' to '2020-06-01'.

  • We resample the data in 15 days to compute volatility.

  • Volatility is computed as subtraction of max to min value of every resampled window.

  • Values in the above chart are in log form.

Link to Our Data

Open Interest in CryptoQuant Live Chart
Open Interest in CryptoQuant Data API docs