Welcome to Truvius Quantamentals

Aug 1, 2023

This blog describes the format of our Truvius Quantamentals series.

This post is a quick “user-guide” for learning the format and how to get the most out of our Truvius Quantamental series.

Each blog starts with macro commentary and then proceeds to the following two sections:

Asset Class Roundup

Purpose of this section: this section includes performance metrics for major asset classes — not just crypto—as well as summary commentary for each metric. We provide a general pulse of crypto in relation to other major markets, including equities, bonds, and commodities. These metrics include correlations, performance, and realized volatility.

What to look for: it can be difficult to contextualize crypto’s performance characteristics in isolation. We think crypto deserves a place in investors’ portfolios and should thus be evaluated in the context of a broader asset mix.

  • Use the correlation table to see how (or if) crypto is diversifying to other asset classes

  • Use the performance table to view which asset classes have outperformed or underperformed

  • Use the volatility table to assess asset class risk and compare this table to the performance table to get a sense of risk-adjusted returns.

General read time: 3 minutes

Digital Assets

Purpose of this section: this section focuses specifically on crypto performance and crypto “quantamentals” from our models, alongside our commentary through the lens of our various products. Use this section to assess sector-based performance within the overall crypto landscape and to see what our models are saying about certain assets.

What to look for: quickly see which sectors have been outperforming vs. others (and vs. Bitcoin) and then jump into our “Quantamentals” section to learn what our systematic model is telling us about the fundamental drivers of certain digital assets.

Our models incorporate a combination of proprietary on-chain and off-chain digital “quantamentals” that we consider meaningful indicators of digital asset strength. We apply a quantitative process to these fundamental signals in order to systematically monitor network (on-chain) and trading (off-chain) activity.

Use the “Quantamentals” section to learn about how fundamental signals can be used for crypto investing and to see featured aspects of our quantitative process.

General read time: 3-5 minutes

Suggestions?

How can we make Truvius Quantamentals better? Drop us a line and let us know: info@truvius.io

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Disclaimer

This Truvius Quantamentals commentary has been prepared by Truvius (the “Company”) solely for informational purposes and should not be construed as legal, business, tax, regulatory, accounting, investment or other advice. The information contained herein does not purport to be all-inclusive or to contain all of the information a reader or prospective or existing investor may desire. In all cases, readers and interested parties should conduct their own investigation and analysis of the Company, its products, and the data set forth in this information. The Company makes no representation or warranty as to the accuracy or completeness of this information or its construction and shall not have any liability for any representations (expressed or implied) regarding data or information contained in, or for any omissions from, this information. This Information includes certain statements, backtested data, and estimates provided by the Company with respect to the historical performance of the Company, its products, and other asset classes described above. Such statements, backtested data, estimates, and projections reflect various assumptions by management, which assumptions may or may not be correct. No representations are made as to the accuracy of such statements, backtested data, estimates or projections. Inevitably, some assumptions will not materialize, and unanticipated events and circumstances may affect the ultimate financial results of the Company and its hypothetical products. Projections are inherently subject to substantial and numerous uncertainties and to a wide variety of significant business, economic and competitive risks, and the assumptions underlying the projections or expected performance of products may be inaccurate in any material respect. The Company's and its products’ actual future results may differ materially from those suggested by both simulated historical and forward-looking statements, depending on various factors including those described in this material or any other written or oral communications transmitted by the Company. Neither the U.S. Securities and Exchange Commission nor any U.S. state or non-U.S. securities commission has reviewed or passed upon the accuracy or adequacy of this Truvius Quantamentals commentary. Any representation to the contrary is unlawful.