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Multi-Factor PortfoliosCross-Sectional FactorsRisk Overlays
Terminal & API

Cross-Sectional Alpha Factors for Crypto

Enhance risk-adjusted returns by overlaying crypto-native cross-sectional alpha factors on top of any HFT / MFT strategy. Bootstrap your crypto alpha research and go into production in days.
Multi-Factor Portfolios
Cross-Sectional Factors
Factor BoardPoint-in-time
FactorYTD1Y
Polaris
polaris.40
+27.70%+75.33%
Supply Velocity
supply_velocity.40
-0.98%+57.18%
Enhanced Carry
carry_enhanced.40
+23.23%+46.79%
Altair
altair.40
-9.63%+40.87%
Margin Risk
margin_risk.40
+4.20%+25.77%
Retail Flow
retail_flow.40
+15.43%-0.83%
Relative Illiquidity
relative_illiquidity.40
-3.75%-12.06%
Top 40 Market Cap Universe - 200% Gross ExposureAs of Jun 08, 2026

Factor performance

Jun 09, 2025 – Jun 08, 2026
7093117140163187Jun 25Aug 25Oct 25Dec 25Feb 26Apr 26Jun 26
Polaris
Supply Velocity
Enhanced Carry
Altair
Margin Risk
Retail Flow
Relative Illiquidity
Featured
Polaris
polaris.40
CAGR
+75.02%
Ann. vol (1Y)
28.2%
Sharpe (1Y)
2.14
Max drawdown
-31.2%

Top 40 Market Cap Universe - 200% Gross Exposure

Portfolio Highlight

Unravel
Spectra
Combines 7 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
Benchmark (BTC)Portfolio
40.1%
170.4%
0.87
3.24
1.00
0.08
Top 40 Market Cap
Tier 3
Market-Neutral
Survivorship-Bias Free
Multi-Factor

Example daily composition of weights

Endorsed by

Unsigned ResearchCorvus ResearchRobotWealthXlydian

Trusted by further institutional partners under confidentiality

Accelerate Research to Deployment

Market-Neutral, Multi-Factor Portfolios

Institutional-grade, high-performance Factor Portfolios