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Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.
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Benchmark (Litecoin) | Strategy | |
---|---|---|
-88.8% | -58.5% | |
89.2% | 63.8% | |
0.60 | 0.76 | |
14.1% | 32.9% | |
0.00 | 0.14 | |
1.00 | 0.64 |
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.