Liquidity Lamp Alpha Strategy Delivers 4X Better Returns
Reserve order information can be a powerful tool to create an alpha strategy — even in its aggregated summary form. Recent Exegy research shows that end-of-day data from our Signum trading signal, Liquidity Lamp, paired with machine learning, can deliver 4X better returns with 10X less risk than following the S&P 500. It’s a reliable source of data for alpha cloning strategies.