Cross-Sectional Factor Catalog (Single-Factor Portfolios)

Quantifies retail money flows, activity and systematically takes contrarian positions, aiming to capitalize on behavioral inefficiencies.

Measures short-term liquidity dynamics across digital assets.

Captures short-term momentum effects, measured by a wide range of proprietary methods, while minimizing directional exposure.

Captures cross-sectional funding premium across a wide range of exchanges, exploiting funding imbalances.

Quantifies open interest divergence and systematically takes positions, aiming to capitalize on behavioral inefficiencies.

Captures relative illiquidity effects, measured low and high frequency sampling processes.

Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.

Captures cross-sectional carry premiums, exploiting funding imbalances.