In addition, we find that some market-neutral and most factor-tilted strategies consistently outperform standard benchmarks in both return and risk-adjusted terms. Take-home message: public blockchain networks info are exploited/able for building profitable portfolios 3/5

The project (supervisors: @vgonzalo.bsky.social @msartarelli.bsky.social @icae.bsky.social‬), tests whether on-chain metrics (blockchain ntwrk data) predict cryptos returns in multifactor models. Predictors spoiler: market value to realized value, active addresses, network value to transactions 2/5

Wednesday April 2nd at 12.30
"The Wealth of Generations " by Luis Bauluz (@LuisBauluz @CUNEF)
See you all there! Info and links to online broadcasting and seminar calendar in the bio @unicomplutense
sites.google.com/view/luisbau...