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Crypto Market-Wide Funding Rates (Ethereum)
Tier 2

Measures the funding rates of all futures contracts.

Overview

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ETH Price with Crypto Market-Wide Funding Rates

Factor Plot

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▆ Very Low▆ Low▆ Moderate▆ High▆ Very High

Our Methodology
0.08

Crypto Market-Wide Funding Rates is the open-interest weighted funding rates of the top 100 market capitalization Cryptocurrencies.

Read more about our methodology
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Scatter plot - Crypto Market-Wide Funding Rates and ETH 30 and 90 Day Average Returns

Backtest - Strategy Performance

Benchmark (Ethereum)Strategy
-79.4%
-51.1%
79.6%
46.6%
1.09
1.08
73.3%
48.5%
0.00
0.08
1.00
0.49

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 0.5% transaction costs applied on each position adjustment.

Replicate the backtest

Get started by replicating the historical performance with our code snippets.

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Our Methodology
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