unravel
unravel
Equities Momentum Spillover measures the asset's sensitivity to the momentum of large cap equity indices. It's designed to effectively capture the lead-lag relationship between the two assets.
Global equity returns, as a barometer of macroeconomic sentiment and risk appetite, may shape crypto price dynamics through liquidity flows, investor behavior, and intermarket correlations.
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| Benchmark (VeChain) | 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.
Copy and paste the code snippets below into your Python environment or download the files below.