unravel
unravel
Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.
unravel
Benchmark (VeChain) | Strategy | |
---|---|---|
-94.2% | -73.6% | |
110.6% | 81.4% | |
0.81 | 0.95 | |
32% | 56.9% | |
0.00 | 0.17 | |
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 0.05% transaction costs applied on each position adjustment.
Get started by replicating the historical performance with our code snippets.