A viewer asked: Can you explain why XRP was almost all-time highs when supply was so much larger? This recording is Jake Claver's answer, in full and unedited.
More on this subject: jakeclaver.com.
What this recording covers
Claver explains how institutional trading mechanisms absorb digital asset supply during the introduction and ongoing operation of exchange-traded funds. He attributes earlier trading volumes to capital accumulation by fund managers preparing for institutional product rollouts. Following the formal launch of these exchange-traded funds, primary acquisition activity shifted away from public retail order books toward over-the-counter desks and private liquidity pools. He notes that while some large orders continue on public trading venues to support market stability, institutions primarily transact through private venues. Claver explains that institutional market participants execute orders through time-weighted average allocation strategies to deploy large capital reserves systematically over extended periods. This execution method is specifically designed to maintain orderly trading conditions, minimize market volatility, and fulfill fiduciary responsibilities to achieve optimal transaction execution across private institutional liquidity channels.
Where this fits
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