Taker Buy-Sell Ratio (Bitcoin)

Tier 1

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

• 100% Long when the predictive factor is close to 1, with a position size equivalent to the predictive factor value.
• Flat when the predictive factor is close to 0, with a position size equivalent to the predictive factor value.

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