Economy & PolicyCore researchResearchNew
Usd Factor Betas Alfred Pit
Updated dailyData needs: mediumlong onlylong short
paper
Source
Verdelhan, A. (2018). The Share of Systematic Variation in Bilateral Exchange Rates. Journal of Finance 73(1), 375-418; mechanism motivation only.
Read the paper →
In plain terms
Research-only causal macro adaptation using exact ALFRED vintages. It is not a paper replication, production signal, or established alpha effect.
How it works
adaptation: anchored to practitioner (AQR/Citi) currency-overlay research + Adler-Dumas 1984; no canonical academic rule
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.
Loading substrate evidence…
Data dependencies
- Alfred series vintages
A data feed this strategy reads, refreshed on its normal schedule.
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
No inherited alpha claim; evaluate this causal adaptation post-cost against legacy and controls.
Explore Usd Factor Betas Alfred Pit on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.