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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 portfoliosCross-sectional factors
Unravel · Factor BoardAs of Oct 27, 2026
Factor
Supply Velocity
On-Chain
+24.51%+45.37%
Enhanced Carry
Carry
+18.35%+26.74%
Polaris
Momentum
+4.87%+13.80%
Altair
Liquidity
-7.11%+9.89%
Margin Risk
Positioning
-3.67%-0.55%
Relative Illiquidity
Liquidity
-18.23%-10.14%
Retail Flow
Positioning
-7.91%-10.90%
Top 40 market cap universe · 200% gross exposurePoint-in-time
14
Cross-sectional factors
2020
History from
Top 40
Market-cap universe
Daily
Live weights via API

Factor performance

Oct 28, 2025 – Oct 27, 2026
7995111127143158Oct 25Dec 25Feb 26Apr 26Jun 26Aug 26Oct 26
Supply Velocity
Enhanced Carry
Polaris
Altair
Margin Risk
Relative Illiquidity
Retail Flow
Featured
Supply Velocity
supply_velocity.40
CAGR
+46.43%
Ann. vol (1Y)
21.6%
Sharpe (1Y)
1.85
Max drawdown
-42.1%

Top 40 Market Cap Universe - 200% Gross Exposure

Accelerate research to deployment

From a factor screen to a production allocation, on one set of point-in-time data.

01

Market-neutral, multi-factor portfolios

Institutional-grade, high-performance factor portfolios, built market-neutral and survivorship-bias free.

Explore portfolios
02

Traditional and proprietary factors

An extensive collection of cross-sectional exogenous alpha factors and factor risk overlays.

Browse factors
03

Unique datasets & alpha sources

Liquidity, order-book-derived, flow, on-chain and sentiment factors you will not find elsewhere.

See the research

Endorsed by

Unsigned Research
Corvus Research
RobotWealth
Xlydian

Trusted by further institutional partners under confidentiality

Access historical data or trial live data

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Live data feeds

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Explore notebooks

Reproduce our portfolios and analyse our factors with runnable notebooks.

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Factor

Retail Flow Factor Analysis

Retail Flow factor analysis with AlphaLens

Open notebook
Risk

Adaptive Portfolios with Risk Overlay

Replicate Adaptive portfolios with Risk Overlay using Unravel API

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Get started

  1. 01

    Discover portfolios

    Browse multi-factor, market-neutral portfolios on the Unravel Terminal.

    Open the terminal
  2. 02

    Validate the track record

    Sign up for free and reproduce historical performance with our reproduction kit.

    Reproduction kit
  3. 03

    Go live via the API

    Subscribe to fetch the current weights directly from our API.

    Get API access
Unravel · InstitutionalAs of Oct 27, 2026

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Unravel

Institutional-grade, market-neutral factor portfolios and cross-sectional alpha factors for crypto.

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