Portfolio rebalancing should occur quarterly to maintain target asset allocations.
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Token supply schedules determine release timelines, inflation rates, and circulating supply, all of which affect price stability. Analysts assess vesting periods, unlock events, and emission rates to forecast sell pressure and scarcity. Understanding supply dynamics helps predict potential market corrections or rallies. Supply schedules also reveal incentives for early adopters, stakers, and governance participants. Combined with demand metrics, they offer a holistic view of token economics. For investors, monitoring release schedules informs risk management, allocation timing, and long-term portfolio strategies. Overall, token supply analysis is fundamental for accurate price predictions and ecosystem evaluation.
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Options market activity provides clues about trader expectations. Large call purchases above current prices suggest bullish bets, while heavy put buying can indicate hedging or bearish outlooks. Metrics like put/call ratios and implied volatility help identify overbought or oversold conditions. Unusually high open interest in specific strike prices can create “gamma squeezes” when market makers hedge. Monitoring monthly and quarterly expirations often reveals significant price moves as positions are closed or rolled over into new contracts.
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