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Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.
unravel
Benchmark (Ethereum Classic) | Strategy | |
---|---|---|
-89.8% | -71.8% | |
104.9% | 72.2% | |
0.77 | 0.81 | |
31.3% | 39.7% | |
0.00 | 0.09 | |
1.00 | 0.61 |
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 0.05% transaction costs applied on each position adjustment.
Get started by replicating the historical performance with our code snippets.