Coinbase Institutional Flow Alpha

1. 核心概念 (The Core Concept)
這不是一套傳統看圖形（如 RSI 或 MACD）的技術指標策略，而是一套基於**「籌碼面」與「市場微結構」的量化系統。 比特幣市場存在兩個平行世界：美國機構投資者（主要使用 Coinbase 美元對）與全球散戶**（主要使用 Binance USDT 對）。這套策略的核心邏輯在於捕捉這兩者之間的**「定價效率落差」**。

This is not a traditional technical analysis strategy based on lagging indicators like RSI or MACD. Instead, it is a quantitative system based on Order Flow and Market Microstructure. The Bitcoin market consists of two parallel worlds: US Institutional Investors (trading on Coinbase USD pairs) and Global Retail Investors (trading on Binance USDT pairs). The core logic of this strategy is to capture the pricing inefficiency gap between these two liquidity pools.

2. 運作原理 (How It Works)
Smart Money 追蹤： 當機構開始大舉買入時，Coinbase 的價格往往會比 Binance 出現短暫且顯著的「溢價（Premium）」。這通常是行情的領先指標。

統計套利模型： 我們開發了一套獨家的演算法，24 小時監控這個溢價缺口的變化。只有當溢價偏離程度達到特定的**統計學異常值（Statistical Anomaly）**時，系統才會判定為「機構進場信號」並執行交易。

過濾雜訊： 我們只抓取真正由資金推動的大趨勢，過濾掉市場上 80% 的無效波動。

Smart Money Tracking: When institutions accumulate heavily, the price on Coinbase often trades at a significant "Premium" compared to Binance. This serves as a powerful leading indicator for price trends.

Statistical Arbitrage Model: We utilize a proprietary algorithm that monitors this premium gap 24/7. Only when the gap deviation hits a specific Statistical Anomaly, does the system identify it as an "Institutional Entry Signal" and execute the trade.

Noise Filtering: The strategy is designed to capture significant trends driven by real capital flow, effectively filtering out 80% of random market noise.

免責聲明 (Disclaimer)
補充說明： 以上策略不保證獲利，僅提供量化交易的想法與實驗數據參考。請注意，市場沒有聖杯，交易結果盈虧自負，本人不承擔任何因使用此策略而產生的資金損失。

Disclaimer: The above strategy does not guarantee profits and is provided solely for sharing quantitative ideas and experimental data. Please note that there is no "Holy Grail" in trading. You are solely responsible for your own PnL, and I assume no liability for any financial losses incurred.