Macro#116tier 1live in productionNew
usd factor betas
cadence: Dailydata: mediumlong onlylong short
What it checks
Sorting stocks by USD sensitivity creates a tradeable spread under USD strength/weakness regimes.
Mechanism
Beta of stock returns on DXY (USD trade-weighted index); long high-USD-beta on USD strength regime.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.
Data dependencies
fred_macroWorker data table — see services/worker schema.
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Paper alpha
- ~1-2% ann. (USD-beta decile spread)
Verdelhan 2018: ~1-2% ann. via USD-beta tilt.
Explore usd factor betas on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.