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

Speculative Flow Index (margin_risk.40)
Tier 3
☑ Point-in-Time

Backtest Performance - Long Only - 1.5x leverage Strategy
Benchmark (margin_risk.40)Strategy
-21.5%
-16.9%
25.7%
29.9%
1.43
1.50
39.8%
49.8%
0.00
0.05
1.00
1.08

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

    Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.

    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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