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Crypto Market-Wide Top Accounts Positions is the open-interest weighted positions of the top 100 market capitalization Cryptocurrencies.
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Benchmark (Aptos) | Strategy | |
---|---|---|
-76.3% | -28.1% | |
103.9% | 43.5% | |
0.57 | 0.91 | |
7.7% | 35.8% | |
0.00 | 0.23 | |
1.00 | 0.28 |
To understand a predictive factors predictive power, we create a simple long-only strategy and simulate its past performance (with daily rebalancing):
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.
Copy and paste the code snippets below into your Python environment or download the files below.