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Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.
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Benchmark (Internet Computer) | Strategy | |
---|---|---|
-97.7% | -80.9% | |
106.7% | 78.2% | |
-0.16 | 0.08 | |
-51.9% | -20.5% | |
0.00 | 0.17 | |
1.00 | 0.65 |
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.