This episode examines the Federal Reserve’s transition to balance sheet expansion and its transmission into digital asset markets through institutional ETF flows. We analyze how forty billion in Bitcoin ETF inflows reshaped order book depth, the mechanics behind systematic ten a.m. Eastern Time price declines driven by European to U.S. session transitions, and the correlation structure linking crypto equities to Nasdaq movements during the Broadcom and Oracle selloffs. The briefing covers how timezone based liquidity distribution, algorithmic execution, and ETF rebalancing flows now govern intraday price formation across spot and equity markets.
