Cross-Sectional Factor Catalog (Single-Factor Portfolios)

Assets with higher at-risk-of-liquidation positions tend to underperform less leveraged assets.

Quantifies retail money flow, positioning, and activity and systematically takes contrarian positions.

Measures short-term liquidity dynamics, slippage and market order imbalances.

Designed to capitalize on the persistent effect of assets with higher relative illiquidity tending to outperform.

Assets with lower inflation perform better than assets with higher inflation.

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

Captures cross-sectional carry premiums, exploiting funding imbalances.