Risk Management
A data‑driven look at why buyers stepped into STX’s 23% pop, how underwater holders shape follow‑through risk, and a concise checklist for swing traders and allocators to manage the volatility.
A practical analysis of why BTC dominance is slipping into high‑beta altcoins and memecoins, which names are leading the move (BONK, DOGE, SHIB), and concrete rules for entry, exit, and position sizing for active traders.
Early 2026 saw a sharp memecoin comeback led by DOGE and PEPE as risk appetite returned and retail flows re-entered crypto. This guide explains the drivers, on-chain signals, historical patterns, and practical rules for sizing speculative meme positions without blowing up.
A tactical guide for options traders and crypto risk managers on how the early‑2026 >$2.2B BTC/ETH options expiry, max‑pain anchoring and range‑bound structure should inform hedging and trading decisions. Practical strategies and an expiry‑day liquidity checklist included.
Dogecoin's early‑2026 low exposed cracks in the memecoin market: fading 'reserve-asset' narratives, thin order books and collapsing altcoin liquidity. This piece uses DOGE as a case study and delivers a checklist for disciplined exposure to speculative tokens like SHIB.
A detailed forensic analysis of the Christmas Day Bitcoin ‘flash crash’ to roughly $24k on Binance’s BTC/USD1 pair and the near-instant rebound to ~$87k. Actionable guidance for traders, risk teams, and exchanges to understand wicks, mispriced chart data, and practical protections.
Solana faces fresh legal pressure after a U.S. court expanded a class-action, creating near-term selling risk even as institutional narratives like tokenization and ETF demand keep a bullish longer-term case alive. This article breaks down the legal headlines, a technical path toward $100, Bitwise’s 2026 forecast, and a tactical risk-management plan for traders and allocators.
A balanced deep-dive comparing the bearish path toward $80K with the bullish compression/breakout thesis. Synthesizes technical structure, on‑chain flow, and derivatives positioning into a practical checklist for traders and portfolio managers.
Hyperliquid’s rollout of on‑chain portfolio margin promises meaningful capital efficiency gains for unified spot and perpetual trading, but it also raises new contagion and smart‑contract risks. This article breaks down how portfolio margin differs from isolated margin, the technical implications of on‑chain implementation, expected efficiency gains, and practical defenses for traders and DeFi designers.
Peter Brandt’s parabolic-collapse thesis has reignited talk of deep BTC drawdowns; this article parses the technical warnings, layers on-chain and macro context, and delivers a tactical hedging and re-entry playbook for traders and allocators.