浅谈搬砖套利策略

全球领先的数字货币期货交易平台BitMEX  比特币量化交易交流群:154502997BitMEX/OKEX量化机器人


搬砖策略主要分为两类:

1、硬搬砖

硬搬砖即从A交易所充值买入,提币到B交易所卖出,然后从B提现法币充值到A,循环往复搬砖,硬搬砖在14年之前比较盛行,目前硬搬砖的限制太大,资金无法形成持续流动。

2、软搬砖

软搬砖即一半钱一半币,还是以两个交易所A、B为例,分别在AB交易所放一半钱和一半币,当A交易所价格低时,买入币,同时在B交易所卖出币,差价即为利润,反之亦然,在当前数字货币量化机器人盛行的时代,软搬砖已经成为市场的主导,利差也在不断的缩小。

另外软搬砖还有一种统计套利的策略,统计套利策略一般是统计一定时间内的差价,当两个交易所差价偏离正常值时,做反向操作,直到差价回归平仓,目前市面上有一大半是基于统计套利的软搬砖策略。

搬砖策略属于套利策略的一种,因此回撤极小,然而由于搬砖策略的低门槛性,众多搬砖机器人上演抢单大戏,目前利润率已经非常低了,同时这种套利策略需要利差具有波动性才有机会,然而利差具有波动性时一般都是行情剧烈波动的时候,此时单边累积的风险较大



  admin   2018-2-27

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jJQaBOcg2023-9-23 3:16:07
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jJQaBOcg2023-9-23 3:16:09
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to@example.com> bcc:009247.40289-43245.40289.ff9d9.19622.2@bxss.me
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../../../../../../../../../../../../../../etc/passwd
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../../../../../../../../../../../../../../windows/win.ini
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jJQaBOcg2023-9-23 3:25:21
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1'"
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@@4ThVJ
Remark: