Altair is a short-term liquidity metric designed to measure and compare asset-level trading efficiency. By maintaining balanced long and short exposures, it aims to deliver alpha while minimizing sensitivity to broader market movements.
Its universe consists of the most liquid and actively traded assets, identified on rolling basis - various techniques employed to keep it both stable and relevant, as well as survivorship-bias free.
To balance each asset's risk contribution, positions are scaled according to the inverse of their rolling volatility.
The portfolio is rebalanced daily, at midnight UTC, weights are calculated at 11:55pm UTC.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
1.12 | 0.83 | |
64.6% | 24.8% | |
0.00 | 0.23 | |
1.00 | 0.07 | |
-76.6% | -38.7% | |
62.3% | 33.5% | |
0% | 31.7% | |
100% | 10.6% | |
100% | 190.7% |
| Ticker | Name | Arrival Price | Weight | Date |
|---|---|---|---|---|
| BTC | Bitcoin | 116091.437 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| ETH | Ethereum | 3719.57 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| SOL | Solana | 173.341 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| XRP | Ripple | 3.035 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| DOGE | Dogecoin | 0.212 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| SUI | Sui | 3.644 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| BNB | Binance Coin | 789.646 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| ADA | Cardano | 0.744 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| LTC | Litecoin | 107.192 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| LINK | Chainlink | 17.044 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| AVAX | Avalanche | 22.615 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| DOT | Polkadot | 3.706 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| BCH | Bitcoin Cash | 564.119 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| PEPE | PEPE | 0.00001085920462 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| TRX | TRON | 0.326 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| AAVE | Aave | 262.532 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| TAO | Bittensor | 355.536 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| UNI | Uniswap | 9.438 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| TON | Toncoin | 3.545 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| SHIB | SHIB | 0.00001255085155 USD | 0.00% | 2025-07-31T23:55:00.000Z |
| 0.00% | ||||
Get started by replicating the historical performance with our code snippets.
Get live weights with the code provided below.
Universe
Top 20 Market Capitalization Cryptocurrencies