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Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.
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Benchmark (Aptos) | Strategy | |
---|---|---|
-78.6% | -70.6% | |
103.3% | 83.8% | |
0.53 | 0.39 | |
4.1% | -1.1% | |
0.00 | -0.03 | |
1.00 | 0.81 |
Predictive factors are designed to be translated into simple long-only strategy, with simulated past performance:
The strategy is rebalanced daily, on a continuous basis. There are 0.5% transaction costs applied on each position adjustment.
Get started by replicating the historical performance with our code snippets.