Real-World & Alternative DataExtended setlive in productionNew
Defi Tvl Correlation
Updated dailyData needs: lowlong onlyshort onlylong short
paper
2022
Source
Cong, L. W., Li, Y., Wang, N. (2022). "Tokenomics: Dynamic Adoption and Valuation." Review of Financial Studies, 34(3), 1105-1155.
Read the paper →
In plain terms
Dollars staked in DeFi surge → Coinbase/Robinhood/BlackRock rally within 2 weeks.
How it works
DeFi TVL proxies for adoption velocity; spikes lead crypto-financials 5-20d.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Defi tvl
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 50-200 bps
- Tested over
- T+0 to T+30d
50-200 bps over 10-30d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Explore Defi Tvl Correlation on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.