# Crypto Quant Guide


## Posts

- [Weekly Derivatives Data Recap: Liquidations and Funding](https://guide.cryptoquantfactory.com/weekly-derivatives-data-recap-2026-w43/): A weekly look at observed liquidations and funding snapshots, including directional splits, daily history and data coverage limits.
- [解读衍生品市场数据时有哪些常见误区？](https://guide.cryptoquantfactory.com/zh-common-mistakes-reading-derivatives-market-data/): 核查单位、覆盖范围、时间戳、资金费率约定和持仓数据的局限，避免对衍生品市场得出误导性结论。
- [如何评估交易所的监管与安全状况？](https://guide.cryptoquantfactory.com/zh-evaluate-exchange-regulatory-security-status/): 通过核查法律实体、许可范围、托管控制、事故证据和提现风险，评估交易所的相关声明。
- [什么是期货基差和买入现货、卖出期货的套利交易？](https://guide.cryptoquantfactory.com/zh-basis-cash-and-carry/): 了解期货基差、买入现货并卖出期货的交易机制、假设收益计算，以及可能破坏对冲的风险。
- [订单簿深度和滑点如何影响交易？](https://guide.cryptoquantfactory.com/zh-order-book-depth-slippage/): 了解订单簿中的可见流动性、买卖价差、订单规模及执行规则如何影响滑点和成交价格。
- [仓位规模和杠杆如何影响交易风险？](https://guide.cryptoquantfactory.com/zh-position-sizing-and-leverage-risk/): 了解名义敞口、损失预算、止损假设、保证金和强平风险，以及为什么不能仅凭杠杆倍数判断仓位风险。
- [如何核查交易所的储备证明？](https://guide.cryptoquantfactory.com/zh-how-to-check-exchange-proof-of-reserves/): 实用指南：了解储备快照、客户负债、默克尔证明、钱包所有权，以及交易所储备报告的局限。
- [挂单与吃单手续费：交易费率和费率档位如何运作？](https://guide.cryptoquantfactory.com/zh-maker-taker-fees-and-fee-tiers/): 了解挂单与吃单手续费、滚动交易量档位、返佣和成交成本如何影响一笔加密资产交易的总成本。
- [未平仓量与成交量有什么区别？](https://guide.cryptoquantfactory.com/zh-open-interest-vs-trading-volume/): 了解未平仓量和成交量分别衡量什么、为什么两者可能不同步，以及单位与合约机制如何影响比较。
- [如何解读强平数据并识别连环强平？](https://guide.cryptoquantfactory.com/zh-reading-liquidation-data-and-cascades/): 了解强制平仓、连环强平、数据源的局限，以及已记录强平事件与模型热力图之间的区别。
- [永续合约资金费率如何运作？](https://guide.cryptoquantfactory.com/zh-how-perpetual-futures-funding-rates-work/): 了解资金费用如何连接永续合约与现货价格、如何计算资金费用，以及为什么资金费率不能预测收益。
- [Türev piyasası verilerini okurken sık yapılan hatalar nelerdir?](https://guide.cryptoquantfactory.com/tr-common-mistakes-reading-derivatives-market-data/): Birimleri, kapsamı, zaman damgalarını, fonlama kurallarını ve pozisyon verilerinin sınırlarını kontrol ederek türevlere ilişkin yanıltıcı sonuçlardan kaçının.
- [Bir borsanın düzenleyici durumu ve güvenliği nasıl değerlendirilir?](https://guide.cryptoquantfactory.com/tr-evaluate-exchange-regulatory-security-status/): Tüzel kişiyi, izinlerin kapsamını, saklama kontrollerini, olaylara ilişkin kanıtları ve çekim risklerini inceleyerek borsaların iddialarını değerlendirin.
- [Vadeli İşlemlerde Baz ve Cash-and-Carry İşlemi Nedir?](https://guide.cryptoquantfactory.com/tr-basis-cash-and-carry/): Vadeli işlemlerde baz kavramını, cash-and-carry işleminin işleyişini, varsayımsal getiri hesaplarını ve riskten korunmayı aksatabilecek riskleri anlayın.
- [Emir Defteri Derinliği ve Fiyat Kayması Bir İşlemi Nasıl Etkiler?](https://guide.cryptoquantfactory.com/tr-order-book-depth-slippage/): Görünür emir defteri likiditesinin, alış-satış farkının, emir büyüklüğünün ve gerçekleşme kurallarının fiyat kaymasını ve işlem fiyatını nasıl etkilediğini öğrenin.
- [Pozisyon Büyüklüğü ve Kaldıraç İşlem Riskini Nasıl Etkiler?](https://guide.cryptoquantfactory.com/tr-position-sizing-and-leverage-risk/): Nominal pozisyon büyüklüğünü, zarar bütçelerini, stop varsayımlarını, marjini ve tasfiye riskini; kaldıracın neden tek başına pozisyon riskini belirlemediğini öğrenin.
- [Bir Borsanın Rezerv Kanıtı Nasıl Kontrol Edilir?](https://guide.cryptoquantfactory.com/tr-how-to-check-exchange-proof-of-reserves/): Rezerv anlık görüntüleri, müşteri yükümlülükleri, Merkle kanıtları, cüzdan sahipliği ve borsaların rezerv raporlamasının sınırları için pratik bir rehber.
- [Maker ve Taker Ücretleri: İşlem Ücretleri ve Ücret Kademeleri Nasıl Çalışır?](https://guide.cryptoquantfactory.com/tr-maker-taker-fees-and-fee-tiers/): Maker ve taker ücretlerinin, hareketli hacim kademelerinin, ücret iadelerinin ve emir gerçekleşme maliyetlerinin bir kripto işleminin toplam maliyetini nasıl etkilediğini öğrenin.
- [Açık pozisyon büyüklüğü ile işlem hacmi arasındaki fark nedir?](https://guide.cryptoquantfactory.com/tr-open-interest-vs-trading-volume/): Açık pozisyon büyüklüğü ve hacmin neyi ölçtüğünü, neden farklı hareket edebildiğini ve birimlerle sözleşme işleyişinin karşılaştırmaları nasıl etkilediğini öğrenin.
- [Likidasyon verileri nasıl okunur ve likidasyon zinciri nasıl fark edilir?](https://guide.cryptoquantfactory.com/tr-reading-liquidation-data-and-cascades/): Zorunlu pozisyon kapatmalarını, likidasyon zincirlerini, veri akışlarının sınırlamalarını ve kaydedilmiş likidasyonlarla modellenmiş ısı haritaları arasındaki farkı anlayın.
- [Süresiz vadeli işlem fonlama oranları nasıl çalışır?](https://guide.cryptoquantfactory.com/tr-how-perpetual-futures-funding-rates-work/): Fonlama ödemelerinin süresiz vadeli işlemlerle spot fiyatları nasıl ilişkilendirdiğini, nasıl hesaplandığını ve oranların neden getiriyi öngörmediğini öğrenin.
- [Какие ошибки часто допускают при чтении данных рынка деривативов?](https://guide.cryptoquantfactory.com/ru-common-mistakes-reading-derivatives-market-data/): Избегайте ошибочных выводов о деривативах: проверяйте единицы, охват, время обновления, правила финансирования и ограничения данных о позициях.
- [Как оценить регуляторный статус и безопасность биржи?](https://guide.cryptoquantfactory.com/ru-evaluate-exchange-regulatory-security-status/): Проверяйте заявления биржи по данным о юридическом лице, объёме разрешений, хранении активов, инцидентах и рисках вывода средств.
- [Что такое фьючерсный базис и стратегия cash-and-carry?](https://guide.cryptoquantfactory.com/ru-basis-cash-and-carry/): Как устроены фьючерсный базис и стратегия cash-and-carry: условные расчёты доходности и риски, способные нарушить хеджирование.
- [Как глубина стакана и проскальзывание влияют на сделку?](https://guide.cryptoquantfactory.com/ru-order-book-depth-slippage/): Как видимая ликвидность стакана, спред, размер заявки и правила исполнения влияют на проскальзывание и цену сделки.
- [Как размер позиции и кредитное плечо влияют на торговый риск?](https://guide.cryptoquantfactory.com/ru-position-sizing-and-leverage-risk/): Номинальная стоимость позиции, допустимый убыток, допущения о стопах, маржа и риск ликвидации: почему одного значения плеча недостаточно для оценки риска.
- [Как проверить подтверждение резервов биржи?](https://guide.cryptoquantfactory.com/ru-how-to-check-exchange-proof-of-reserves/): Практическое руководство по снимкам резервов, обязательствам перед клиентами, доказательствам Меркла, контролю кошельков и ограничениям отчётности о резервах.
- [Комиссии мейкера и тейкера: как устроены торговые комиссии и тарифные уровни?](https://guide.cryptoquantfactory.com/ru-maker-taker-fees-and-fee-tiers/): Как комиссии мейкера и тейкера, уровни по скользящему объёму торгов, ребейты и издержки исполнения влияют на полную стоимость сделки с криптовалютой.
- [Чем открытый интерес отличается от торгового объёма?](https://guide.cryptoquantfactory.com/ru-open-interest-vs-trading-volume/): Что измеряют открытый интерес и объём, почему их динамика может различаться и как единицы измерения и устройство контрактов влияют на сравнение.
- [Как читать данные о ликвидациях и распознавать каскад ликвидаций?](https://guide.cryptoquantfactory.com/ru-reading-liquidation-data-and-cascades/): Как устроены принудительные закрытия и каскады ликвидаций, каковы ограничения потоков данных и чем зарегистрированные события отличаются от модельных тепловых карт.
- [Как работают ставки финансирования бессрочных фьючерсов?](https://guide.cryptoquantfactory.com/ru-how-perpetual-futures-funding-rates-work/): Как платежи финансирования связывают бессрочные фьючерсы со спотовыми ценами, как их рассчитывать и почему ставки не предсказывают доходность.
- [Quais são os erros comuns ao interpretar dados do mercado de derivativos?](https://guide.cryptoquantfactory.com/pt-common-mistakes-reading-derivatives-market-data/): Evite conclusões enganosas sobre derivativos verificando unidades, cobertura, datas e horários, convenções de funding e limitações dos dados de posições.
- [Como avaliar a situação regulatória e a segurança de uma corretora?](https://guide.cryptoquantfactory.com/pt-evaluate-exchange-regulatory-security-status/): Avalie as declarações de uma corretora verificando a entidade jurídica, o escopo das autorizações, os controles de custódia, as evidências de incidentes e os riscos de saque.
- [O que são a base de futuros e uma operação cash-and-carry?](https://guide.cryptoquantfactory.com/pt-basis-cash-and-carry/): Entenda a base de futuros, o funcionamento do cash-and-carry, os cálculos hipotéticos de retorno e os riscos que podem comprometer uma proteção.
- [Como a profundidade do livro de ofertas e a derrapagem afetam uma operação?](https://guide.cryptoquantfactory.com/pt-order-book-depth-slippage/): Entenda como a liquidez visível no livro de ofertas, os spreads, o tamanho da ordem e as regras de execução afetam a derrapagem e o preço de uma operação.
- [Como o dimensionamento da posição e a alavancagem afetam o risco nas operações?](https://guide.cryptoquantfactory.com/pt-position-sizing-and-leverage-risk/): Entenda exposição nocional, orçamento de perda, hipóteses de stop, margem, risco de liquidação e por que a alavancagem, sozinha, não define o risco de uma posição.
- [Como verificar a prova de reservas de uma corretora?](https://guide.cryptoquantfactory.com/pt-how-to-check-exchange-proof-of-reserves/): Um guia prático sobre retratos das reservas, obrigações com clientes, provas de Merkle, controle de carteiras e os limites dos relatórios de reservas de corretoras.
- [Taxas maker e taker: como funcionam as taxas de negociação e suas faixas?](https://guide.cryptoquantfactory.com/pt-maker-taker-fees-and-fee-tiers/): Entenda como taxas maker e taker, faixas de volume em janela móvel, rebates e custos de execução afetam o custo total de uma operação com criptoativos.
- [Qual é a diferença entre contratos em aberto e volume negociado?](https://guide.cryptoquantfactory.com/pt-open-interest-vs-trading-volume/): Entenda o que os contratos em aberto e o volume medem, por que podem variar de formas diferentes e como as unidades e a mecânica dos contratos afetam as comparações.
- [Como interpretar os dados de liquidação e reconhecer uma cascata de liquidações?](https://guide.cryptoquantfactory.com/pt-reading-liquidation-data-and-cascades/): Entenda os encerramentos forçados, as cascatas de liquidações, as limitações dos fluxos de dados e a diferença entre liquidações registradas e mapas de calor baseados em modelos.
- [Como funcionam as taxas de funding dos contratos futuros perpétuos?](https://guide.cryptoquantfactory.com/pt-how-perpetual-futures-funding-rates-work/): Entenda como os pagamentos de funding aproximam os preços dos futuros perpétuos e do mercado à vista, como calculá-los e por que as taxas não preveem retornos.
- [デリバティブ市場のデータを読む際によくある間違いとは？](https://guide.cryptoquantfactory.com/ja-common-mistakes-reading-derivatives-market-data/): 取引単位、対象範囲、タイムスタンプ、資金調達のルール、ポジションデータの限界を確認し、デリバティブデータから誤った結論を導くのを防ぎます。
- [取引所の規制対応とセキュリティ状況をどう評価する？](https://guide.cryptoquantfactory.com/ja-evaluate-exchange-regulatory-security-status/): 法人、認可の範囲、資産保管の管理体制、インシデントの証拠、出金リスクを確認し、取引所の説明を評価する方法を解説します。
- [先物のベーシスとキャッシュ・アンド・キャリー取引とは？](https://guide.cryptoquantfactory.com/ja-basis-cash-and-carry/): 先物のベーシス、キャッシュ・アンド・キャリーの仕組み、仮定に基づく収益計算、ヘッジが崩れるリスクを解説します。
- [注文板の厚みとスリッページは取引にどう影響する？](https://guide.cryptoquantfactory.com/ja-order-book-depth-slippage/): 注文板に表示される流動性、スプレッド、注文数量、執行ルールが、スリッページと実際の取引価格にどう影響するかを解説します。
- [ポジションサイズとレバレッジは取引リスクにどう影響する？](https://guide.cryptoquantfactory.com/ja-position-sizing-and-leverage-risk/): 想定元本ベースのエクスポージャー、許容損失額、損切りの前提、証拠金、清算リスクを整理し、レバレッジだけでポジションのリスクが決まらない理由を解説します。
- [取引所のプルーフ・オブ・リザーブを確認するには？](https://guide.cryptoquantfactory.com/ja-how-to-check-exchange-proof-of-reserves/): 準備資産のスナップショット、顧客に対する債務、マークル証明、ウォレットの所有権、準備資産報告の限界を確認するための実践的なガイドです。
- [メイカー手数料とテイカー手数料：取引手数料と手数料ランクの仕組み](https://guide.cryptoquantfactory.com/ja-maker-taker-fees-and-fee-tiers/): メイカー・テイカー手数料、一定期間の取引量に基づくランク、リベート、約定コストが、暗号資産取引の総コストにどう影響するかを解説します。
- [建玉と売買高はどう違う？](https://guide.cryptoquantfactory.com/ja-open-interest-vs-trading-volume/): 建玉と売買高が何を測るのか、両者が異なる動きをする理由、単位や契約の仕組みが比較に及ぼす影響を解説します。
- [清算データをどう読み、清算の連鎖をどう見分ける？](https://guide.cryptoquantfactory.com/ja-reading-liquidation-data-and-cascades/): ポジションの強制決済、清算の連鎖、データ配信の限界、実際の清算記録とモデルによるヒートマップの違いを解説します。
- [無期限先物のファンディングレートはどのように機能する？](https://guide.cryptoquantfactory.com/ja-how-perpetual-futures-funding-rates-work/): ファンディングの支払いが無期限先物と現物価格を結び付ける仕組み、支払額の計算方法、レートだけでは収益を予測できない理由を解説します。
- [¿Cuáles son los errores más comunes al interpretar datos del mercado de derivados?](https://guide.cryptoquantfactory.com/es-common-mistakes-reading-derivatives-market-data/): Evita conclusiones engañosas sobre derivados: comprueba las unidades, la cobertura, las marcas temporales, las convenciones de financiación y los límites de los datos de posiciones.
- [¿Cómo evaluar la situación regulatoria y la seguridad de una plataforma de intercambio?](https://guide.cryptoquantfactory.com/es-evaluate-exchange-regulatory-security-status/): Evalúa las afirmaciones de una plataforma comprobando su entidad jurídica, el alcance de sus autorizaciones, los controles de custodia, las pruebas sobre incidentes y los riesgos de retiro.
- [¿Qué son la base de los futuros y una operación cash-and-carry?](https://guide.cryptoquantfactory.com/es-basis-cash-and-carry/): Comprende la base de los futuros, la mecánica del cash-and-carry, los cálculos hipotéticos de rentabilidad y los riesgos que pueden alterar una cobertura.
- [¿Cómo afectan la profundidad del libro de órdenes y el deslizamiento a una operación?](https://guide.cryptoquantfactory.com/es-order-book-depth-slippage/): Descubre cómo la liquidez visible del libro de órdenes, el diferencial, el tamaño de la orden y las reglas de ejecución afectan al deslizamiento y al precio de una operación.
- [¿Cómo afectan el tamaño de la posición y el apalancamiento al riesgo de una operación?](https://guide.cryptoquantfactory.com/es-position-sizing-and-leverage-risk/): Entiende la exposición nocional, los presupuestos de pérdida, los supuestos de salida con stop, el margen, el riesgo de liquidación y por qué el apalancamiento no define por sí solo el riesgo de una posición.
- [¿Cómo comprobar la prueba de reservas de una plataforma de intercambio?](https://guide.cryptoquantfactory.com/es-how-to-check-exchange-proof-of-reserves/): Guía práctica sobre instantáneas de reservas, obligaciones con clientes, pruebas de Merkle, propiedad de monederos y límites de los informes de reservas.
- [Comisiones maker y taker: ¿cómo funcionan las comisiones de negociación y sus niveles?](https://guide.cryptoquantfactory.com/es-maker-taker-fees-and-fee-tiers/): Descubre cómo las comisiones maker y taker, los niveles por volumen móvil, las bonificaciones y los costes de ejecución influyen en el coste total de una operación con criptoactivos.
- [¿En qué se diferencian el interés abierto y el volumen de negociación?](https://guide.cryptoquantfactory.com/es-open-interest-vs-trading-volume/): Descubre qué miden el interés abierto y el volumen, por qué pueden evolucionar de forma distinta y cómo afectan las unidades y la mecánica de los contratos a las comparaciones.
- [¿Cómo interpretar los datos de liquidaciones y reconocer una cascada de liquidaciones?](https://guide.cryptoquantfactory.com/es-reading-liquidation-data-and-cascades/): Comprende los cierres forzosos, las cascadas de liquidaciones, las limitaciones de los datos y la diferencia entre liquidaciones registradas y mapas de calor basados en modelos.
- [¿Cómo funcionan las tasas de financiación de los futuros perpetuos?](https://guide.cryptoquantfactory.com/es-how-perpetual-futures-funding-rates-work/): Descubre cómo los pagos de financiación vinculan los futuros perpetuos con el precio al contado, cómo calcularlos y por qué las tasas no predicen la rentabilidad.
- [What Are Common Mistakes in Reading Derivatives Market Data?](https://guide.cryptoquantfactory.com/common-mistakes-reading-derivatives-market-data/): Avoid misleading derivatives conclusions by checking units, coverage, timestamps, funding conventions, and the limits of position data.
- [How Do You Evaluate an Exchange's Regulatory and Security Status?](https://guide.cryptoquantfactory.com/evaluate-exchange-regulatory-security-status/): Evaluate exchange claims by checking the legal entity, permission scope, custody controls, incident evidence, and withdrawal risks.
- [What Are Futures Basis and a Cash-and-Carry Trade?](https://guide.cryptoquantfactory.com/basis-cash-and-carry/): Understand futures basis, cash-and-carry mechanics, hypothetical return calculations, and the risks that can disrupt a hedge.
- [How Do Order Book Depth and Slippage Affect a Trade?](https://guide.cryptoquantfactory.com/order-book-depth-slippage/): Learn how visible order book liquidity, spreads, order size, and execution rules affect slippage and the price of a trade.
- [How Do Position Sizing and Leverage Affect Trading Risk?](https://guide.cryptoquantfactory.com/position-sizing-and-leverage-risk/): Understand notional exposure, loss budgets, stop assumptions, margin, liquidation risk, and why leverage does not define position risk alone.
- [How Can You Check an Exchange’s Proof of Reserves?](https://guide.cryptoquantfactory.com/how-to-check-exchange-proof-of-reserves/): A practical guide to reserve snapshots, customer liabilities, Merkle proofs, wallet ownership, and the limits of exchange reserve reporting.
- [Maker vs Taker Fees: How Do Trading Fees and Fee Tiers Work?](https://guide.cryptoquantfactory.com/maker-taker-fees-and-fee-tiers/): Learn how maker and taker fees, rolling volume tiers, rebates, and execution costs affect the total cost of a crypto trade.
- [What is the difference between open interest and trading volume?](https://guide.cryptoquantfactory.com/open-interest-vs-trading-volume/): Learn what open interest and volume measure, why they can move differently, and how units and contract mechanics affect comparisons.
- [How do you read liquidation data and recognize a liquidation cascade?](https://guide.cryptoquantfactory.com/reading-liquidation-data-and-cascades/): Understand forced closures, liquidation cascades, feed limitations, and the difference between recorded liquidations and modeled heatmaps.
- [How do perpetual futures funding rates work?](https://guide.cryptoquantfactory.com/how-perpetual-futures-funding-rates-work/): Learn how funding payments connect perpetual futures with spot prices, how to calculate them, and why rates do not predict returns.

## Pages

- [About Crypto Quant Guide](https://guide.cryptoquantfactory.com/about/): Crypto Quant Guide is an independent educational site about how crypto derivatives markets work: funding rates, open interest, liquidations, fees, order books and exchange risk.


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