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本日はおさやちゃんと「みゃことRaMuの何して遊ぶ？」でRamuちゃんとみゃこさんにシャドバのことを色々教えてもらってすごく楽しかったよ！ シャドバめちゃ面白かった！ また6月にみんなに会えるの嬉しい🥳✨！

Feels like it’s finally time for round 2 on $ALT. It’s one of the first protocols actually designed around HyperEVM’s native strengths: speculation, leverage, perp culture, and fast-moving onchain liquidity. For months, HYPE whales have been waiting for real volume to arrive on HyperEVM. Now there’s finally a product that gives traders a reason to stay onchain instead of just farming points and rotating capital. Meme launches tied directly to leveraged market exposure feels extremely native to the Hyperliquid ecosystem. - BTC longs. - HYPE leverage plays. - NVDA directional bets. - SPX edging All wrapped inside launchpad mechanics. That’s the kind of product that creates sticky volume instead of temporary hype. And the bigger thing people are missing: becomes more interesting as volatility increases. Because unlike normal launchpads, the underlying leverage exposure itself affects the bonding curve dynamics. Feels less like a temporary meta and more like one of the first protocols HyperEVM actually needed.

我为啥一直在转发而没有自己的观点…. 因为我他妈的看不懂啊看不懂啊wctm…. 哈哈哈哈哈 明明知道干ai和机器人的趋势周期 你告诉我上下游几百家公司… 你告诉我机器人还有各种组装零件….. 你说纳斯达克就100个看看就完了 你说spx500就500个 币圈每天几百个 可币圈每天活的就一两个一个月就那么几个…. 美股A股可是都活着的啊….. 太他妈逼的难了…….

【2026.5.15】The difference between the implied volatility of 1-month 25-delta put and call options on US tech stocks (i.e., option skewness) has decreased significantly (bottom right of the chart). While a decrease in option skewness is generally a positive sign, it is currently near historical lows, indicating excessive optimism and an underestimation of risk. Any extreme extreme in anything is a sign of a reversal, and option skewness nearing historical lows often foreshadows potential increases in short-term market volatility. Once external factors cause disruptions that fail to further drive market expectations, extreme optimism can turn into extreme disappointment. Therefore, when option skewness is at historical lows, leverage should be appropriately reduced and hedging protection increased. Similar to the VIX, extremely low volatility itself may only be noteworthy, but if several fatal combinations occur simultaneously (e.g., low volatility + high valuation + pessimistic options market + tightening PQ liquidity), especially in the RXM/SPX range... As previously discussed, this reflects the true risk appetite of market participants, meaning that option pricing is currently extremely cautious (low ratio). Meanwhile, market valuations are high, and volatility remains low (VIX remains low). Liquidity is tightening (PQ) (see the chart below for several dimensions).

总统访华对美股到底有没有影响？近30年美国总统访华时，美股表现如何？ 蜂兄自己分析一下，字比较多，大家自行看图可能更省事。 ┈➤总统访华月，美股上涨概率非常高 ╰✦标普500 9次访华，7次月线收阳线。 只有2002年、2016年这两次月线收跌。但是2022年SPX本身就在下跌趋势中，且小布什在2月底访华后，3月收阳线。 甚至2008年，次贷危机爆发，SPX在连续下跌趋势中，访华当月走出一个比较孤独的阳线。 ╰✦纳指100 NDX仅2022年2月小布什访华这一次月线收跌，其他8次都是收阳线。 ╰✦高概率上涨 你可能会说美股大部分时间是上涨，实际上，从1998年至今，美股月线收阳线的概率大约62%~65%。 而9次总统访华中： SPX月线收阳线的概率为77.78%。如果本月收阳线的话，该概率可以达到80%。 NDX月线收阳线的概率为88.89%。如果本月收阳线的话，该概率可以达到90%。 ┈➤总统访华后：有一定概率下跌 ╰✦标普500 SPX在当月上涨的7次访华中，有4次是下月跌，1次是下下月跌。 ╰✦纳指100 在当月上涨的8次访华中，有5次是下月跌，1次是下下月跌。 ┈➤在上升趋势访华后趋势如何？ 2005年、2009年、2016和2017都是上升趋势。 其中2016年本身SPX就在回调之中，其他3次都在访华月以后的1~3月出现回过调。 而NDX在这4年的访华月以后的1~3月都出现过回调。 ┈➤写在最后 总统访华月上涨的概率很高，这基本上是可以肯定的。 但是访华后下跌，并不是非常确定，因为样本比较少。 大家可以自行看图判断。手机直接放大图片看，电脑上右键点图片，复制图片地址，在地址里粘贴，打开可以放大图片。

RESEARCH: Crypto is leading the risk-on move this month. The majors basket ($BTC, $ETH, $SOL, $BNB) is up 6% MTD, ahead of the SPX at 4.3%. @Binance is at the centre of it, capturing 78% of net inflows among exchanges that gained MTD.

The blocks and sweeps were on the tape when $TSLA moved. 600+ tickers of live options flow. Licensed CBOE 1-min SPX gamma. One platform. $99/mo flow only. $299/mo both. 5-day Free Trial. API available.