Unravel
AlphaData
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
Factor
Polaris
Momentum
+34.91%+74.05%
Supply Velocity
On-Chain
+1.48%+55.10%
Enhanced Carry
Carry
+24.53%+45.87%
Altair
Liquidity
-5.42%+36.10%
Margin Risk
Derivatives
+5.20%+22.39%
Retail Flow
Flow
+12.69%-1.66%
Relative Illiquidity
Liquidity
-4.72%-16.57%
Top 40 Market Cap Universe - 200% Gross ExposureAs of Jul 01, 2026

Factor performance

Jul 02, 2025 – Jul 01, 2026
6791115138162186Jul 25Sep 25Oct 25Dec 25Mar 26May 26Jul 26
Polaris
Supply Velocity
Enhanced Carry
Altair
Margin Risk
Retail Flow
Relative Illiquidity
Featured
Polaris
polaris.40
CAGR
+77.27%
Ann. vol (1Y)
28%
Sharpe (1Y)
2.15
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
39.1%
167.5%
0.85
3.22
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

Traditional and Proprietary Factors

Extensive collection of cross-sectional exogenous alpha & factor risk overlays.

Unique Datasets & Alpha Sources

Liquidity, Orderbook-derived, Flow, On-Chain & Sentiment factors.

Access Historical Data or Trial Live Data

Create a free account to explore complete historical factor data (all data except the last 30 days).

Ready to test in production?
Sign up for a Prime Proof of Concept to access live data feeds.

Explore Notebooks

Replicate Spectra — our flagship multi-factor portfolio

Reproduce Spectra, our 6-factor market-neutral portfolio, from its constituent Unravel factors
Replicate Spectra — our flagship multi-factor portfolio

Retail Flow Factor Analysis

Retail Flow factor analysis with AlphaLens
Retail Flow Factor Analysis

Adaptive Portfolios with Risk Overlay

Replicate Adaptive portfolios with Risk Overlay using Unravel API
Adaptive Portfolios with Risk Overlay

Get Started

1
Discover multi-factor, market-neutral portfolios on the Unravel Terminal
2
Sign up for free and validate historical performance with our
Reproduction Kit
3
Subscribe to fetch the current weights directly from
our API

Ready to deploy cross-sectional portfolios?

Schedule a consultation with our team to discuss your specific needs and how our institutional API can give you an edge.

Request a Demo
Explore Factor Portfolios
Unravel
Status Page

Cutting-edge, Institutional-grade Factor Portfolios for Crypto.

© Copyright 2026 Unravel. All Rights Reserved.

Catalog
  • Multi-Factor Portfolios
  • Cross-Sectional Factors
  • Factor Risk Overlays
Product
  • Resources
  • Pricing
  • API Docs
  • Changelog
Channels
  • Blog: Research Insights
  • Telegram: Announcements
  • Twitter/X
  • LinkedIn
Company
  • Team
  • Contact
  • Book a call
Legal
  • Terms of Service
  • Privacy Policy
  • LLM? Read this.

NOT INVESTMENT ADVICE

The Content is for informational purposes only, you should not construe any such information or other material as legal tax, investment, financial, or other advice. Nothing contained on our presentation constitutes a solicitation, recommendation, endorsement, or offer by Unravel or any third party service provider to buy or sell any securities or other financial instruments in this or in in any other jurisdiction in which such solicitation or offer would be unlawful under the securities laws of such jurisdiction.

All Content on this presentation is information of a general nature and does not address the circumstances of any particular individual or entity. Nothing in the presentation constitutes professional and/or financial advice, nor does any information on the Presentation constitute a comprehensive or complete statement of the matters discussed or the law relating thereto.

Unravel is not a fiduciary by virtue of any person's use of or access to the Presentation or Content. You alone assume the sole responsibility of evaluating the merits and risks associated with the use of any information or other Content on the Presentation before making any decisions based on such information or other Content. In exchange for using the Presentation, you agree not to hold Unravel, its affiliates or any third party service provider liable for any possible claim for damages arising from any decision you make based on information or other Content made available to you through the Presentation.

INVESTMENT RISKS

There are risks associated with investing in securities. Investing in stocks, bonds, exchange traded funds, mutual funds, and money market funds involve risk of loss. Loss of principal is possible. Some high risk investments may use leverage, which will accentuate gains & losses. Foreign investing involves special risks, including a greater volatility and political, economic and currency risks and differences in accounting methods. A security's or a firm's past investment performance is not a guarantee or predictor of future investment performance.