下载了1000个8小时funding rate,今年YTD 15%...

来源: 2017-11-20 11:51:00 [博客] [旧帖] [给我悄悄话] 本文已被阅读:

数据来源:

https://www.bitmex.com/app/fundingHistory

 

fundingRate  
   
Mean 0.018%
Standard Error 0.005%
Median 0.010%
Mode 0.010%
Standard Deviation 0.162%
Sample Variance 0.000%
Kurtosis 0.504142998
Skewness 0.161714215
Range 0.750%
Minimum -0.375%
Maximum 0.375%
Sum 18.077%
Count 1000

 

 

Year-Month Return
2017-01 -1.0215%
2017-02 4.6354%
2017-03 -2.2938%
2017-04 0.1152%
2017-05 12.9149%
2017-06 0.7263%
2017-07 -5.2864%
2017-08 4.8279%
2017-09 -4.4554%
2017-10 6.8385%
2017-11 -1.8428%
Grand Total 15.1583%