Financial Science Meets Digital Assets
Accelerate Research to Deployment
Extensive collection of exogenous alpha & risk factors.
Institutional-grade, high-performance Factor Portfolios
Liquidity, Orderbook-derived, Flow, On-Chain & Sentiment factors.
Endorsed by
Portfolio Highlights
Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
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