#以太坊行情技术解读 $BTC $ETH $SOL

Large quantitative institutions often perform modestly in the international markets but reap considerable gains in the domestic market. What is the hidden reason behind this? Differences in regulatory frameworks seem to be the key.

The strategy in the United States is very clear—since 2010, high-frequency trading has been slowed down, with a limit of 15 orders per second. In contrast, domestically, even after adjustments, trading frequencies of up to 300 orders per second are still permitted.

Interestingly, these trading technology systems were originally imported from the United States. So the question is: why does the same technology have such a significant operational space difference in different markets? Is it due to varying market maturity, or are there real deviations in regulatory approaches? Is the resilience of retail investors really that strong?

This phenomenon of regulatory misalignment warrants deep reflection from market participants.