Unravel

Financial Science Meets Digital Assets

Cutting-Edge, Market-Neutral Multi-Factor Portfolios for Crypto
Multi-Factor Portfolios
Cross-Sectional Factors

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 & risk factors.

Unique Datasets & Alpha Sources

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

Endorsed by

Unsigned ResearchCorvus ResearchRobotWealth

Portfolio Highlights

Unravel
Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
Benchmark (BTC)Portfolio
62.7%
112.3%
1.10
2.51
1.00
-0.01
Top 40 Market Cap
Tier 3
Market-Neutral
Survivorship-Bias Free
Multi-Factor

Example daily composition of weights

Explore Notebooks

Construct a Multi-Factor Portfolio

Replicate a Multi-Factor, market-neutral Portfolio using Unravel API
Construct a Multi-Factor Portfolio

Retail Flow Factor Analysis

Retail Flow factor analysis with AlphaLens
Retail Flow Factor Analysis

Factor Returns Correlation

Cross-correlation between Factor returns
Factor Returns Correlation

Apply for Proof of Concept

Gain access to our API with Prime Proof of Concept.

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.

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Explore Factor Portfolios