Real-World & Alternative DataExtended setexperimental liveNew

NFT Volume Speculative Sentiment

Updated dailyData needs: lowlong only
paper
2024
Source
Borri, N., Liu, Y., Tsyvinski, A. (2024). "The Economics of Non-Fungible Tokens." Journal of Financial Economics.
Read the paper →

In plain terms

NFT trading surge → speculative-tech and crypto-broker stocks rally within 1-2 weeks.

How it works

NFT trading volume is a real-time proxy for speculative risk-on appetite; 7d-vol spikes lead frontier equity 3-10d.

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.

  • NFT volume daily

    NFT marketplace and collection volume panel with Dune historical seed plus daily refresh.

Expected edge

Reported return
50-200 bps
Tested over
T+0 to T+10d

50-200 bps over 3-10d.

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 NFT Volume Speculative Sentiment on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more