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AlphaData
Multi-Factor PortfoliosCross-Sectional FactorsRisk Overlays
Terminal & API

Liquidity Premium Index (foundational.40)
Tier 3
☑ Point-in-Time

Backtest Performance - Long Only - 1.5x leverage Strategy
Benchmark (foundational.40)Strategy
-24.6%
-33.6%
27.3%
27.3%
1.84
1.86
59.2%
60%
0.00
0.03
1.00
0.94

Predictive factors are designed to be translated into simple long/short strategy, with simulated past performance:

    The strategy is rebalanced daily, on a continuous basis. There are 0.05% transaction costs applied on each position adjustment.

    Factor Plot

    Liquidity Premium Index measures the cost of liquidity in the crypto market.

    API & Replication

    Adaptive Portfolios with Risk Overlay

    Replicate Adaptive portfolios with Risk Overlay using Unravel API
    Adaptive Portfolios with Risk Overlay

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