Block Scholes released its Week 38 crypto derivatives market analysis report. The current market prices in a 93% probability of a rate hike at the Fed's next-day meeting, while the probability of the Clarity Act passing by the end of 2026 on Polymarket has dropped to 19%.
Read originalDeribit has launched the largest perpetual contract product expansion in its history, initially rolling out over 90 new USDC-settled contracts covering five major market categories: cryptocurrencies, listed stocks and ETFs, commodities, the COIN50 index, and Anthropic and OpenAI pre-IPO markets.
Read originalOKX will delist 18 USD spot trading pairs including AUDF/USD, AUDM/USD, and PAXG/USD, with delisting effective at 08:00 (UTC) on September 18, 2026. The platform reminds users to cancel relevant orders themselves before delisting, otherwise the system will automatically cancel corresponding orders.
Read originalRob Carver has completed the final edits on his fifth trading book, "The Art And Science of Trading," scheduled for official publication on December 1 and now available for pre-order. Aimed at the mass market, this book serves as the unleveraged counterpart to his third book, "Leveraged Trading." It covers an introduction to trading delta-one instruments such as stocks, ETFs, and cryptocurrencies, explains trading science concepts like backtesting and the Kelly Criterion, and explores the integration of art and science within a semi-automated trading framework.
Read originalEpisode 125 of Deribit's Crypto Options Unplugged podcast, hosted by Imran Lakha and David Brickell, explores whether pressure in the global bond market could serve as a catalyst for Bitcoin's next major move.
Read originalOKX plans to merge USD and USDC spot order books into a unified order book to improve liquidity, narrow spreads, and optimize execution quality. Users must migrate open orders and trading bots for USD trading pairs to corresponding USDC pairs between September 23 and 30, 2026. After the migration window closes from 03:00 to 04:00 ET on September 30, the USD order book will be officially deactivated.
Read originalBinance updated its Spot and Spot Testnet FIX API documentation on 2026-09-02, removing the top-level Symbol (55) field from the QuickFIX order entry schema and the ListStatus message in the API documentation. The API had already stopped sending this field, and the corresponding example message content has been updated accordingly.
Read originalBlock Scholes released its Week 35 crypto derivatives market review. Influenced by the U.S. Treasury's plan to expand Treasury repo operations and Trump pushing the Senate to pass the Clarity Act, BTC rose 20% over the past week, with its current price breaking through $80,000, and ETH rose 30%. The three major sentiment indicators in the derivatives market have repriced along with spot market movements. Options skew has turned positive, call option premiums have appeared in contracts with tenors of 7 days or more, funding rates remain positive, and the futures term structure is inverted.
Read originalDeribit will stop publishing daily proof of reserves and remove the corresponding page on September 1, 2026, a change stemming from its ongoing integration with Coinbase. This change does not affect the custody and protection of client assets. Deribit remains regulated by the Dubai Virtual Asset Regulatory Authority (VARA), maintains client asset segregation and 1:1 reserve requirements, and conducts independent proof of reserves audits twice a year.
Read originalOKX will delist GODS, PRCL, and DUCK spot trading pairs in accordance with the platform's token delisting/hiding guidelines. USDⓈ- and EUR-denominated pairs will be delisted from 08:00 to 10:00 UTC on August 14, 2026, and USDT-denominated pairs will be delisted from 08:00 to 10:00 UTC on August 17, 2026.
Read originalOKX will list the GRVT/USD spot trading pair at 15:00 UTC on July 30, 2026, to support the development of the USD ecosystem and meet users' diverse trading needs. Users can check the availability of this token or product in their region within the OKX app.
Read originalHummingbot v2.16.0 has been officially released. This version adds connectors for Lambdaplex and Gemini, adds LIMIT_MAKER (post-only) order support for the bitget connector, and removes three connectors: Cube, AscendEx, and Vertex. This update also fixes functional defects in multiple exchange connectors and optimizes the performance of modules such as the K-line data stream and command-line interface.
Read originalOKX will list the AEON/USD spot trading pair at 12:00 UTC on July 27, 2026. This move aims to support the USD ecosystem and meet users' diversified trading needs. Users can check the availability of corresponding tokens or products in their region within the OKX app.
Read originalFINRA has issued Regulatory Notice 26-15, seeking public comment on the modernization updates to interpretive guidance related to best execution under FINRA Rule 5310. The comment submission deadline is September 25, 2026.
Read originalHummingbot v2.15.0 has been officially released. The default rate oracle source has been switched from binance to gate_io, a new Lighter connector has been added, and the functionality and stability of connectors for multiple exchanges including Hyperliquid, BingX, and Binance have been optimized. This version update includes 28 feature improvements and bug fixes, and also welcomes 3 first-time contributors.
Read originalThe article points out that data mining and AI-driven 'quant by feel' are identical in essence and philosophy, both attempting to skip the core step of understanding how markets work and profit directly from the market. A genuine trading edge requires identifying the counterparty being profited from, the reason they continue to pay, and the rationale for one's own ability to participate in the trade; such structural edge cannot be identified through backtesting optimization alone.
Read originalThe author argues that mean reversion, trend, and momentum are merely labels for price movements rather than trading edges. A true edge requires first identifying the underlying structural cause and then validating it with data. The article uses three types of mean-reversion scenarios as examples: forced liquidation by leveraged funds, scheduled rebalancing of crypto leveraged tokens, and month-end stock-bond rebalancing by wealth management institutions. All three scenarios involve identifiable trading flows that are insensitive to price.
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