Cross-Sectional Factor Catalog

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

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.

Captures the effect of assets with higher relative illiquidity tending to outperform.

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

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.

Basket-based mean reversion signal diversified across time frames and transformations with enhanced conditioning for robustness.

Propertiary measure of momentum, assets with higher instantaneous momentum tend to outperform.

Proprietary measure of short-term, normalized momentum effects across crypto assets.

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

Basket-based mean reversion signal diversified across different windows to capture broad reversal dynamics.

Exploiting the tendency of assets with positive trend consensus, when overall market trend is positive.

Propertiary measure of volatility, assets with higher instantaneous volatility tend to outperform in certain market conditions.

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