furan

Today the counterfeit made some money!

Sending some small red envelopes to the brothers!

Three steps to "negotiate" down the borrowing cost

Most people only look at the pool APR when borrowing money and resign themselves to it. Morpho allows you to "negotiate terms" for the first time. The first step is to present yourself as a "good borrower": collateralize with blue chips, avoid crossing health factor lines, and have a consistent repayment rhythm; with a stable on-chain profile, the subsequent matched interest rates will be more favorable than the pool rates. The second step is to clearly state the term and flexibility: for example, rolling for 14–30 days, allowing the platform to redeem early, and accepting a 10% partial early repayment—these can all lead to a lower APR because lenders fear "uncertainty" the most. The third step is to leave yourself an escape route: if you can't match with a counterpart, Morpho will revert to the pool, so you won't be "running naked." Lending should also not be about filling the warehouse right away; divide it into three layers: the bottom layer throws into the pool to earn stable interest, the middle layer places passive point-to-point orders, and the top layer selects "collateral + term you understand best" for a small warehouse to increase certainty. During wild fluctuations, do not be a hero; leave room for volatility and wait for confirmation before acting. The most interesting part is that Morpho shows you the "meta-information" of each position: who the counterpart is, how long the term is, whether early redemption is possible, and how liquidation works; with this knowledge, you won't be easily scared off by sudden fluctuations. Earning more does not mean being more aggressive, but being smarter: exchanging terms for price, exchanging rhythm for mindset, and exchanging fallback for a safety net. Stop staring at a single curve in frustration; try negotiating down the interest rate. @Morpho Labs 🦋 #Morpho $MORPHO

Market Making Ledger｜IV, Order Flow and the “Rhythm of Rumors” Trio

From the market making perspective, the value of rumors is the adjustment of slopes. I subscribe to four signals on Rumour.app: confidence first derivative dC/dt, related active wallets ΔH, evidence concentration Herf, and confirmation window τ.
— Scenario A: dC/dt↑, ΔH↑, Herf low, IV remains flat. Action: widen quotes, increase inventory, low hedge, capture natural flow.
— Scenario B: dC/dt↑, ΔH flat, IV high. Action: reduce inventory, sell volatility, increase malicious tax.
— Scenario C: Herf high (single source dominant). Action: limit order segmentation, fuel mode (only accept small orders, in batches), increase hedge sensitivity.
— Scenario D: τ approaching. Action: switch to “event template”, increase quote frequency and risk control threshold, wait for landing return.
The review relies on the “five-step sequence”: heat moves first → evidence reveals → on-chain trial → IV rises → price responds. Align the intraday stampede with these five steps, update lead parameters. In the long term, the advantage of market making is not guessing the direction correctly, but making “sudden large orders” less frequent because you have seen the slope changing in advance. What Rumour.app provides me is not prophecy, but rhythm.
@rumour.app #Traderumour

Have you eaten?

$FLM

Do it
$FLM

The capital market loves to talk about the 'TPS myth', but what enterprises are ultimately purchasing is finality: when can money be counted as received, when can goods be delivered, and when can financial statements be consolidated. Linea's zkEVM offers a promise that is determinable: proof of crossing boundaries, state finalization, measurable delay distribution, and failure paths that can be practiced, which is why CFOs are willing to incorporate 'layer two' into their systems. For developers, low migration costs mean faster ecosystem spillover: wallets, toolchains, oracles, and audit processes can be almost seamlessly continued; for users, the fee curve is flatter, and the experience does not rely on 'luck'; for regulators and auditors, what remains on-chain is reproducible samples. On a macro level, this 'predictable throughput' will release a large amount of suppressed micro-transactions—tips, rebates, pay-per-use APIs, IoT small settlements, DePIN traffic revenue sharing... they were originally stifled by high fees and high uncertainty. Strategically, there will be competition among layer twos for the comprehensive curve of 'data availability cost + proof efficiency + developer experience'. Linea's advantage lies in the sustainability of near EVM equivalence and the ZK route: the curve of proof generation hardware is still declining, recursive and aggregation technologies are still iterating, and the decrease in unit throughput costs can continue for many years. Supply stability means the narrative does not need to be noisy; cash flow will migrate honestly. The choice of which layer two to adopt should not be based on who shouts the loudest, but on 'whose Monday is the most stable'. @Linea.eth #Linea $LINEA

$JELLYJELLY
Brothers!

Such a line!

How should it be solved!

Seeking advice online!

Waking up to collect money!
$SAPIEN

$OL
Aren't you going to let me sleep?

$SAPIEN
Is it not empty?

Quantitative Manual | Pricing Rumors as 'Information Options' with 12 Operational Guidelines

1) Model each rumor as Info-Call: Premium = Search/Slippage/Effort Cost, Strike Price = Minimum Evidence Collection (MEC), Expiration Date = Confirmation Window, Volatility = Topic Divergence and On-chain Retained Variability.
2) Position function w=f(C, dC/dt, SrcDiv, OnchainFlow). w cap 1R, combination of 'rumor exposure' ≤ net value 12%.
3) MEC must meet at least three of two: On-chain direct evidence, official indirect (code/material/terms), independent third-party corroboration. Insufficient MEC, position ≤ 0.3R.
4) Beta/Alpha separation: Alpha expressed with small spot + options, Beta hedged with indices/sectors.
5) Confirmation before two stages: Early (IV cheap) leans towards buying volatility, mid-stage (IV rising) shifts to selling near month, buying far month wings, late stage to go directionally leaving volatility.
6) Source diversity threshold: Same information source weight capped at 0.4; appearance of 'single large account dominance + no on-chain movement', auto downgrade.
7) Conflict label handling: Upon credible counter-evidence, first reduce position then seek confirmation, do not make 'prove I am right'.
8) Automation: Expiration forced liquidation event position; if no new evidence in 24h, retract to 0.2R; if dC/dt turns negative continuously for 3h and ΔH synchronously turns negative, trigger 'go directionally'.
9) Capital management: Isolate rumor fund pool from long-term fund pool to avoid 'event misjudgment dragging structural positions'.
10) Review Indicators: Three types of hits (early/mid/late), three types of misses (evidence noise/overconfidence/execution delay), three types of costs (premium/impact/opportunity cost).
11) Reputation table quarterly migration: Weight addresses providing stable early evidence, downgrade addresses frequently wrong and suspected of attention-seeking.
12) Insurance qualification: Only 'correct process participants' (MEC, hedging, stop-loss, time discipline compliance) enjoy platform insurance pool coverage; speculative errors are self-responsible.
Post these 12 guidelines at the bottom of the screen, Rumour.app will no longer be a 'noisy timeline', but a 'discipline amplifier'. The real advantage is not that the news is a second earlier than others, but that the process is ten times more stable than others.
@rumour.app #Traderumour

Is it too early to enter?
$KITE

From TVL Worship to 'Cash Returns per Unit of Risk': A Memo for CIOs

TVL can tell a story, but cash flow feeds the balance sheet. Morpho's peer-to-peer matching transfers the old 'pool convenience fee' to both parties, directly adding several basis points at the same risk threshold; deep integration with Aave/Compound provides a 'matching failure - fallback - relisting' breathing room, increasing the utilization rate of idle capital and reducing pseudo-liquidity. As CIOs, we should examine it from the perspective of 'portfolio efficiency': first, the source of APR improvement (counterparty terms price adjustment vs market spread); second, profit and loss in tail scenarios (fallback protection and liquidation depth); third, operational friction (audit, tax, counterparty credit migration). Morpho's event syntax and visual metadata make audits no longer rely on 'screenshot testimonies', but rather 'scripts + samples'; counterparty credit migrates according to performance in fulfillment and liquidation, with limits and rankings linked to it, allowing 'soft credit' to be solidified into quantifiable metrics. Practical advice: treat rumor/theme-driven trades as 'information options', set the MEC (Minimum Evidence Collection) and then express positions with custom duration on Morpho; hedge Beta with indices, leaving Alpha for 'terms price adjustment' securities; in extreme market conditions, 'remove direction and keep volatility', ensuring that benchmark returns after fallback remain continuous. What we are looking at is not 'will it rise another percentage point', but 'does cash continue to flow per unit of risk'; not 'is there a new narrative', but 'is governance reversible, is risk control auditable'. The market may forget slogans, but it will reward stable suppliers. @Morpho Labs 🦋 #Morpho $MORPHO

At 7:30 AM, you scanned your commuting ticket at the subway gate; at 12:10 PM, the coffee machine in the co-working space recognized your member NFT and applied a discount automatically; at 4:00 PM, you played three ranked matches in a blockchain game, and your performance was recorded on the leaderboard; at 8:30 PM, you participated in a KOL's live lottery and won a merchandise based on your consumption record; at 11:45 PM, you converted today's change into corporate points. The seemingly diverse scenarios all follow the same path: channel high-frequency, low-value, and delay-sensitive interactions to Linea; while strong guarantees, compliance-sensitive, and larger monetary state changes revert to Layer 1. ZK proofs act like an invisible receipt, proving that "this small segment of history indeed happened." Developers hardly need to rewrite their skill trees: contracts are written according to EVM, and the front end follows the Web3 process, with the only difference being significantly reduced costs and faster confirmations. Enterprises also view "on-chain" as a payment network for the first time, rather than a marketing gimmick: point issuance, deductions, redemptions, and returns all run on Layer 2; the end-of-day net amount is packaged once to the mainnet, and reports have transformed from "screenshots + testimony" to "scripts + samples." Users no longer feel "one step too slow," but instead "as smooth as Web2, yet every step is traceable." When you cram the entire day's interaction density into Layer 1, the network can't catch its breath; crammed into Linea, it functions like a city's multi-dimensional traffic: wider roads, greener lights, and accidents have emergency lanes. @Linea.eth #Linea $LINEA