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Crypto Market-Wide Funding Rates is the open-interest weighted funding rates of the top 100 market capitalization Cryptocurrencies.
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| Benchmark (Ethereum) | Strategy | |
|---|---|---|
-79.4% | -51.1% | |
79.7% | 46.7% | |
1.10 | 1.08 | |
74.5% | 48.8% | |
0.00 | 0.08 | |
1.00 | 0.49 |
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.
Copy and paste the code snippets below into your Python environment or download the files below.