Screener de pares de cripto
Todos os pares entre os instrumentos mais líquidos, ordenados pela distância entre o spread de regressão e a própria norma. O Z-Score é calculado sobre o resíduo da regressão, não sobre a razão simples entre preços.
| Par | Trinta dias | Razão | Z ↑ | β | Meia-vida | Correlação | 1d, % | 7d, % | 30d, % | Volume, mi |
|---|---|---|---|---|---|---|---|---|---|---|
| HOLO/NEAR | 0.0271739 | -1.95 | 0.764 | 19 | 0.22 | 2.3 | -3.0 | -31.0 | 1.0 | |
| ADA/ETHFI | 0.313882 | -1.95 | 1.048 | 49 | 0.41 | 7.7 | -18.8 | -21.7 | 3.1 | |
| AVAX/UNI | 1.17725 | -1.97 | 0.973 | 115 | 0.35 | 1.4 | 8.6 | -41.8 | 10.8 | |
| ARB/AVAX | 0.01879 | 2.00 | 1.193 | 31 | 0.44 | -1.0 | -21.5 | 63.3 | 4.0 | |
| CVC/ETHFI | 0.0633446 | 2.01 | 0.879 | 22 | -0.01 | 97.8 | 72.2 | 66.3 | 0.1 | |
| AVAX/LTC | 0.137306 | -2.02 | 1.318 | 11 | 0.54 | -0.4 | -4.6 | -7.0 | 10.0 | |
| HOLO/UNI | 0.0100257 | -2.03 | 0.685 | 20 | 0.24 | 1.4 | 7.1 | -50.3 | 1.0 | |
| AVAX/SUI | 10.296 | 2.04 | 0.872 | 9 | 0.71 | 0.9 | 5.7 | 8.6 | 11.3 | |
| CVC/ETH | 0.000016707236562319 | 2.04 | 1.323 | 21 | 0.13 | 85.2 | 97.5 | 83.6 | 0.1 | |
| ARB/HOLO | 2.2064 | 2.04 | 1.293 | 28 | 0.30 | -1.1 | -20.4 | 91.3 | 1.0 | |
| REZ/TRUMP | 0.00192144 | 2.04 | 0.663 | 32 | 0.25 | -5.9 | 44.5 | 0.6 | 0.3 | |
| NEAR/SNDKB | 0.00145375 | 2.05 | 0.337 | 10 | 0.25 | -0.2 | 6.0 | 47.1 | 11.1 | |
| CVC/LINK | 0.00367124 | 2.06 | 1.236 | 29 | 0.12 | 85.4 | 128.4 | 92.2 | 0.1 | |
| ADA/UNI | 0.0327879 | -2.06 | 1.150 | 209 | 0.46 | 0.8 | 7.1 | -41.8 | 13.2 | |
| BNB/CVC | 17327 | -2.12 | 0.489 | 20 | 0.12 | -45.7 | -51.1 | -51.2 | 0.1 | |
| ETHFI/SUI | 0.91358 | 2.14 | 0.806 | 59 | 0.44 | -6.9 | 28.3 | 38.8 | 3.1 | |
| ADA/ARK | 1.22542 | -2.23 | 0.986 | 28 | 0.39 | -21.4 | -35.5 | -39.5 | 0.1 | |
| BTC/VTHO | 92222226.23 | -2.29 | 0.397 | 26 | 0.27 | -20.4 | -51.2 | -53.8 | 0.1 | |
| BCH/LTC | 4.17774 | -2.29 | 1.067 | 121 | 0.72 | -1.0 | -12.0 | -10.6 | 5.9 | |
| SNDKB/STEEM | 22569.3 | -2.30 | 0.694 | 9 | 0.07 | -31.3 | -41.7 | -52.4 | 0.1 | |
| FIL/SNDKB | 0.000533907 | 2.30 | 0.164 | 4 | 0.20 | 8.4 | 17.6 | 30.1 | 4.4 | |
| NEAR/WLD | 5.86884 | 2.31 | 0.407 | 43 | 0.44 | -1.1 | 1.2 | 22.3 | 17.3 | |
| ARB/BCH | 0.000617555 | 2.32 | 0.850 | 50 | 0.41 | -0.5 | -14.9 | 69.8 | 3.8 | |
| ARB/SUI | 0.193462 | 2.33 | 1.059 | 44 | 0.61 | -0.2 | -17.0 | 77.3 | 4.0 | |
| ARB/STEEM | 1.96719 | -2.35 | 1.502 | 14 | 0.20 | -30.7 | -52.2 | -7.7 | 0.1 | |
| REZ/WLD | 0.00967339 | 2.35 | 0.788 | 40 | 0.27 | -4.8 | 30.9 | 21.0 | 0.3 | |
| BTC/STEEM | 1093247.79 | -2.36 | 0.572 | 15 | 0.31 | -30.0 | -37.4 | -39.4 | 0.1 | |
| ARK/LTC | 0.00312067 | 2.41 | 1.425 | 24 | 0.39 | 25.8 | 45.9 | 54.0 | 0.1 | |
| FIL/HOLO | 13.5152 | 2.41 | 0.864 | 22 | 0.31 | 6.3 | 14.3 | 28.2 | 1.0 | |
| HOLO/REZ | 16.4864 | -2.46 | 0.590 | 9 | 0.06 | 6.2 | -25.0 | -30.3 | 0.3 | |
| ARB/VTHO | 165.945 | -2.58 | 1.059 | 18 | 0.13 | -21.2 | -62.7 | -29.6 | 0.1 | |
| ENA/VTHO | 167.99 | -2.59 | 1.208 | 33 | 0.20 | -21.3 | -59.5 | -37.3 | 0.1 | |
| BCH/ETHFI | 342.905 | -2.62 | 0.645 | 248 | 0.29 | 7.8 | -24.0 | -24.8 | 2.8 | |
| ENA/STEEM | 1.99144 | -2.62 | 1.701 | 21 | 0.29 | -30.8 | -48.0 | -17.8 | 0.1 | |
| BNB/STEEM | 10196 | -2.68 | 0.662 | 19 | 0.25 | -30.6 | -37.7 | -41.4 | 0.1 | |
| LTC/SUI | 74.986 | 2.70 | 0.630 | 20 | 0.79 | 1.3 | 10.7 | 16.8 | 11.5 | |
| ARK/REZ | 43.9989 | 2.73 | 0.840 | 35 | 0.36 | 34.2 | 16.2 | 35.2 | 0.1 | |
| BNB/VTHO | 860096 | -2.76 | 0.470 | 28 | 0.25 | -21.2 | -51.5 | -55.3 | 0.1 | |
| CVC/ENA | 0.295487 | 2.85 | 0.623 | 23 | 0.16 | 84.6 | 144.8 | 46.1 | 0.1 | |
| FIL/SUI | 1.18504 | 2.85 | 0.743 | 9 | 0.69 | 7.2 | 19.1 | 18.9 | 4.9 | |
| TAO/VTHO | 284356 | -2.86 | 0.379 | 22 | 0.21 | -18.5 | -54.5 | -54.9 | 0.1 | |
| REZ/SUI | 0.00531846 | 2.90 | 0.954 | 18 | 0.39 | -5.0 | 39.0 | 32.9 | 0.3 | |
| REZ/THE | 0.05575 | 2.91 | 0.457 | 55 | 0.39 | -6.1 | 34.0 | 21.4 | 0.3 | |
| PEPE/VTHO | 0.00411552 | -2.93 | 0.682 | 16 | 0.27 | -19.7 | -52.1 | -51.3 | 0.1 | |
| SOL/VTHO | 120048 | -3.01 | 0.690 | 34 | 0.25 | -21.3 | -52.1 | -49.7 | 0.1 | |
| CVC/PEPE | 12061.4 | 3.11 | 1.156 | 13 | 0.27 | 81.0 | 107.0 | 88.0 | 0.1 | |
| SOL/STEEM | 1423.11 | -3.11 | 0.982 | 19 | 0.25 | -30.8 | -38.6 | -34.0 | 0.1 | |
| CVC/SOL | 0.000413492 | 3.12 | 1.118 | 23 | 0.13 | 84.6 | 107.1 | 82.0 | 0.1 | |
| REZ/SNDKB | 0.000002396167143878 | 3.18 | 0.318 | 11 | 0.13 | -4.0 | 37.2 | 45.5 | 0.3 | |
| PEPE/STEEM | 0.000048787446504993 | -3.27 | 1.002 | 10 | 0.39 | -29.4 | -38.5 | -36.1 | 0.1 |
numerador barato em relação ao par
na própria norma
numerador caro em relação ao par
O Z-Score mostra a que distância o spread está da sua média móvel, em desvios padrão. Ele descreve o passado e não prevê o retorno à média: pares que se afastaram podem se afastar ainda mais. Pares com β igual ou menor que zero não formam hedge e ficam fora da ordenação de operáveis.