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 |
|---|---|---|---|---|---|---|---|---|---|---|
| CVC/NEAR | 0.0179348 | 7.76 | 0.330 | 58 | 0.12 | 86.6 | 105.7 | 71.7 | 0.1 | |
| CVC/FIL | 0.0488339 | 7.66 | 1.102 | 8 | 0.38 | 71.7 | 85.4 | 94.1 | 0.1 | |
| CVC/SUI | 0.0578704 | 7.40 | 0.888 | 17 | 0.22 | 84.1 | 120.9 | 130.7 | 0.1 | |
| DOGE/STEEM | 1.18559 | -7.21 | 1.069 | 10 | 0.32 | -30.8 | -40.0 | -40.8 | 0.1 | |
| ARK/CVC | 4.04364 | -7.16 | 1.053 | 5 | 0.83 | -30.8 | -26.9 | -22.1 | 0.1 | |
| STEEM/TAO | 0.000296657 | 6.93 | 0.871 | 19 | 0.32 | 39.5 | 71.4 | 69.2 | 0.1 | |
| HOLO/LSK | 0.0628962 | -6.89 | 0.469 | 34 | 0.06 | -66.9 | -90.4 | -92.3 | 0.1 | |
| CVC/INJ | 0.00692346 | 6.75 | 0.588 | 72 | 0.13 | 81.9 | 72.9 | 72.8 | 0.1 | |
| INJ/LSK | 5.99577 | -6.67 | 0.389 | 40 | 0.10 | -66.8 | -88.2 | -89.0 | 0.1 | |
| ETHFI/LSK | 0.655329 | -6.67 | 0.832 | 58 | -0.03 | -69.4 | -88.2 | -88.5 | 0.1 | |
| LSK/UNI | 0.1594 | 6.64 | 0.961 | 47 | 0.06 | 206.2 | 1,016.0 | 549.2 | 0.1 | |
| STEEM/SUI | 0.0983446 | 6.48 | 0.627 | 13 | 0.30 | 44.0 | 73.6 | 92.0 | 0.1 | |
| CVC/HOLO | 0.66 | 6.47 | 0.968 | 35 | 0.07 | 82.4 | 111.9 | 148.9 | 0.1 | |
| CVC/TAO | 0.000174566 | 6.23 | 1.116 | 28 | 0.24 | 78.3 | 118.1 | 103.2 | 0.1 | |
| CVC/THE | 0.606618 | 6.16 | 0.561 | 37 | 0.14 | 82.1 | 113.0 | 110.7 | 0.1 | |
| CVC/WLD | 0.105256 | 6.16 | 0.705 | 42 | 0.11 | 84.5 | 108.0 | 110.0 | 0.1 | |
| AVAX/STEEM | 104.693 | -6.09 | 1.283 | 7 | 0.26 | -30.0 | -39.1 | -43.5 | 0.1 | |
| LINK/LSK | 11.3072 | -6.05 | 0.574 | 327 | -0.01 | -67.4 | -91.1 | -90.1 | 0.1 | |
| STEEM/THE | 1.03088 | 6.01 | 0.390 | 23 | 0.20 | 42.4 | 67.5 | 75.4 | 0.1 | |
| AVAX/CVC | 177.915 | -5.88 | 0.929 | 9 | 0.17 | -45.2 | -52.1 | -52.9 | 0.1 | |
| CVC/DOGE | 0.49633 | 5.86 | 1.197 | 10 | 0.19 | 84.7 | 112.2 | 103.0 | 0.1 | |
| AVAX/VTHO | 8831.53 | -5.67 | 0.875 | 37 | 0.19 | -20.4 | -52.5 | -56.9 | 0.1 | |
| ARK/SUI | 0.234007 | 5.63 | 0.929 | 34 | 0.38 | 27.5 | 61.5 | 79.8 | 0.1 | |
| BCH/STEEM | 3185.45 | -5.59 | 1.115 | 46 | 0.28 | -30.4 | -43.9 | -45.6 | 0.1 | |
| CVC/REZ | 10.881 | 5.53 | 0.820 | 16 | 0.07 | 93.8 | 58.9 | 73.5 | 0.1 | |
| ARK/STEEM | 2.37946 | -5.52 | 1.420 | 8 | 0.88 | -11.5 | -7.0 | -6.4 | 0.1 | |
| STEEM/WLD | 0.178872 | 5.52 | 0.484 | 33 | 0.21 | 44.3 | 63.5 | 74.8 | 0.1 | |
| DOGE/VTHO | 100.012 | -5.52 | 0.736 | 39 | 0.26 | -21.4 | -53.2 | -54.9 | 0.1 | |
| FIL/STEEM | 12.0499 | -5.50 | 1.083 | 10 | 0.42 | -25.6 | -31.4 | -38.1 | 0.1 | |
| FIL/VTHO | 1016.49 | -5.20 | 0.763 | 9 | 0.26 | -15.4 | -46.5 | -52.8 | 0.1 | |
| STEEM/XRP | 0.0525054 | 5.17 | 0.948 | 9 | 0.32 | 44.9 | 62.6 | 50.1 | 0.1 | |
| ARK/NEAR | 0.0725217 | 5.15 | 0.241 | 106 | 0.33 | 29.2 | 50.4 | 33.8 | 0.1 | |
| THE/VTHO | 81.8291 | -5.13 | 1.192 | 120 | 0.20 | -20.2 | -53.4 | -56.5 | 0.1 | |
| BCH/CVC | 5413.33 | -4.99 | 0.831 | 73 | 0.19 | -45.5 | -55.9 | -54.7 | 0.1 | |
| VTHO/WLD | 0.00212044 | 4.75 | 0.762 | 69 | 0.18 | 27.0 | 109.7 | 129.4 | 0.1 | |
| LTC/VTHO | 64320.1 | -4.75 | 0.642 | 17 | 0.25 | -20.1 | -50.3 | -53.7 | 0.1 | |
| LTC/STEEM | 762.482 | -4.70 | 0.913 | 13 | 0.36 | -29.7 | -36.2 | -39.2 | 0.1 | |
| HOLO/STEEM | 0.891583 | -4.67 | 0.757 | 17 | 0.18 | -29.9 | -40.0 | -51.7 | 0.1 | |
| ARK/TAO | 0.000705882 | 4.59 | 1.113 | 47 | 0.38 | 23.5 | 59.5 | 58.3 | 0.1 | |
| ARK/FIL | 0.197467 | 4.57 | 1.162 | 11 | 0.45 | 18.9 | 35.6 | 51.2 | 0.1 | |
| ARK/INJ | 0.027996 | 4.53 | 0.545 | 194 | 0.24 | 26.0 | 26.5 | 34.7 | 0.1 | |
| ARK/HOLO | 2.6688 | 4.48 | 0.939 | 63 | 0.17 | 26.3 | 55.0 | 93.9 | 0.1 | |
| REZ/STEEM | 0.0540799 | -4.46 | 1.383 | 11 | 0.23 | -34.1 | -20.0 | -30.8 | 0.1 | |
| HOLO/VTHO | 75.2106 | -4.44 | 0.515 | 18 | 0.05 | -20.4 | -53.2 | -63.2 | 0.1 | |
| CVC/LTC | 0.000771749 | 4.41 | 1.350 | 12 | 0.23 | 81.7 | 99.5 | 97.6 | 0.1 | |
| ARK/WLD | 0.425619 | 4.31 | 0.714 | 76 | 0.25 | 27.7 | 52.2 | 63.6 | 0.1 | |
| ARK/DOGE | 2.00698 | 4.30 | 1.251 | 23 | 0.41 | 27.9 | 55.2 | 58.2 | 0.1 | |
| ADA/STEEM | 2.91583 | -4.28 | 1.451 | 11 | 0.32 | -30.4 | -40.0 | -43.4 | 0.1 | |
| ADA/VTHO | 245.969 | -4.23 | 1.007 | 140 | 0.27 | -20.9 | -53.2 | -56.9 | 0.1 | |
| REZ/VTHO | 4.56197 | -4.20 | 0.936 | 24 | 0.31 | -25.1 | -37.6 | -47.2 | 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.