unravel
unravel
High Yield Bonds Momentum Spillover measures the asset's sensitivity to high yield corporate bonds' momentum. It's designed to effectively capture the lead-lag relationship between the two assets.
Elevated high-yield bond rates, often reflective of heightened risk premiums and tighter credit conditions, may exert dual pressures on the crypto market, where rising junk bond yields signal a broader flight to safety amid economic uncertainty.
unravel
| Benchmark (TRON) | Strategy | |
|---|---|---|
100% | 100% | |
100% | 100% | |
1.00 | 1.00 | |
100% | 100% | |
1.00 | 1.00 | |
1.00 | 1.00 |
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.