unravel
unravel
Measures the asset's sensitivity to the US Cloud Computing Index, captures the lead-lag relationship between the two assets.
unravel
Benchmark (MANTRA) | Strategy | |
---|---|---|
-97.6% | -76.6% | |
150% | 113.3% | |
0.77 | 1.47 | |
-4.4% | 193.2% | |
0.00 | 0.89 | |
1.00 | 0.67 |
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.