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Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.
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Benchmark (Toncoin) | Strategy | |
---|---|---|
-81.8% | -63.9% | |
109.2% | 77% | |
0.78 | 1.01 | |
38.6% | 70% | |
0.00 | 0.23 | |
1.00 | 0.62 |
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.