ETF Flows
A data-led look at recent drops in futures open interest and a multi-billion ETF drawdown — what they mean for near-term BTC price risk and how traders should adapt options and hedge strategies.
Bitwise CIO Matt Hougan argues Bitcoin is more likely to produce steady, lower-volatility gains over the next decade than explosive, headline-grabbing rallies. This piece unpacks his assumptions, contrasts the super-cycle narrative, and lays out portfolio and trading guidance for allocators and wealth managers.
Binance’s Bitcoin scarcity index recently dropped to negative levels not seen since 2021, signaling a meaningful shift in on‑exchange supply that matters for trade execution and market structure. This feature unpacks what the index measures, the drivers behind rising exchange balances, and practical responses for institutional traders and allocators.
Institutional routes to BTC exposure are diverging: direct corporate accumulation plans like Metaplanet’s 210k BTC target sit alongside equity-based exposure via MicroStrategy, while tax-loss harvesting pushes seasonal ETF outflows that reshape on-chain and regional flows. This analysis unpacks mechanics, cross-asset arbitrage, and tactical takeaways for allocators and family offices.
A $28B options expiry, holiday thinness and ETF flow dynamics have created a tension: suppressed realized volatility amid bullish macro positioning. Here’s how that squeeze works, likely price paths into Q1 2026, and practical trade and portfolio adjustments.
A market-focused evaluation of whether BTC is slipping into a temporary bear phase driven by liquidity drains, spot ETF flows, and shifting Fed expectations. Practical scenarios and on-chain metrics for portfolio managers weighing allocation and hedge timing into 2026.
Bitcoin’s year‑end momentum looks increasingly linked to an anticipated Federal Reserve rate cut and renewed institutional demand via spot ETFs and large allocators. Traders should track ETF flows, treasury yields, and on‑chain supply metrics to distinguish a genuine breakout from a short‑lived spike.
A synthesis of Coinbase premium, on‑exchange reserves, and corporate custody moves suggests the market may be shifting from short squeezes to structural accumulation — but confirmation needs multiple on‑chain and market indicators. This article outlines what to watch and practical thresholds for traders and analysts.
An investigative reconstruction of Bitcoin’s early-December flash crash, showing how a Japanese government bond yield shock met thin liquidity and algorithmic flows to spark a 180k+ trader liquidation cascade. Actionable risk-management and trade scenarios for traders and portfolio managers follow.
After October’s flash crash, 2025 left investors asking whether the year qualifies as a bear market. This feature synthesizes drawdowns, ETF redemptions, exchange-premium signals and technical calls to offer a balanced view and allocation guidance for 2026.