稳定币套利与市场效率:$USDC 示例
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注意到 $USDC 今天略有下跌,目前约为 $0.99977。这种微小的脱钩通常会引发有趣的套利操作,即使对于老练的机构交易台也是如此。这凸显了加密货币-法币出入金生态系统中持续存在的(尽管很小)低效率。对于高交易量交易者来说,即使是基点,随着时间的推移也意义重大。
您看到 PSP 或其合作伙伴部署了哪些自动化系统来利用这些微小价差,同时管理结算风险?
由原文自动翻译 · 阅读原文 (English)
注意到 $USDC 今天略有下跌,目前约为 $0.99977。这种微小的脱钩通常会引发有趣的套利操作,即使对于老练的机构交易台也是如此。这凸显了加密货币-法币出入金生态系统中持续存在的(尽管很小)低效率。对于高交易量交易者来说,即使是基点,随着时间的推移也意义重大。
您看到 PSP 或其合作伙伴部署了哪些自动化系统来利用这些微小价差,同时管理结算风险?
Good point on the on/off-ramp. I've heard some desks use a combination of smart contracts for fast execution and traditional banking rails for the final settlement, but the settlement risk is always the kicker.
0.99977 isn't much to get excited about for retail, but for institutions moving millions, that's real money. I bet they have some serious low-latency bots watching those price feeds.
Yeah, those tiny dips are fascinating. I wonder how much of it is actual inefficiency vs. just gas fees or network congestion making it temporarily uneconomical for smaller players to arbitrage.
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