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Terminal & API

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

Backtest Performance - Long Only - 1.5x leverage Strategy
Benchmark (relative_illiquidity.40)Strategy
-36%
-40.2%
27.1%
25.8%
1.42
1.40
41.7%
38.7%
0.00
0.02
1.00
0.89

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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