Quarta is a market-neutral portfolio that combines four orthogonal factors:
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 11:55am UTC.
The backtest displayed here assumes fixed 0.5% transaction costs.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
1.10 | 2.01 | |
63.3% | 93.6% | |
0.00 | 0.67 | |
1.00 | -0.09 | |
-76.6% | -35.5% | |
62.8% | 36.2% | |
0% | 64% | |
100% | 2.3% | |
100% | 170.1% |
Quarta - Top 30 Market Cap
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
CAGR
104%
Sharpe Ratio
2.27
Volatility
34%
Alpha
0.72
Quarta - Top 40 Market Cap
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
CAGR
118%
Sharpe Ratio
2.47
Volatility
34%
Alpha
0.78
| Ticker | Name | Arrival Price | Weight | Date |
|---|---|---|---|---|
| BTC | Bitcoin | 105570.635 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| ETH | Ethereum | 2421.549 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| SOL | Solana | 144.787 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| XRP | Ripple | 2.164 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| DOGE | Dogecoin | 0.165 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| SUI | Sui | 2.821 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| BNB | Binance Coin | 640.686 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| ADA | Cardano | 0.583 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| LTC | Litecoin | 85.104 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| LINK | Chainlink | 12.889 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| AVAX | Avalanche | 18.063 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| DOT | Polkadot | 3.413 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| BCH | Bitcoin Cash | 463.075 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| HBAR | Hedera | 0.151 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| TRX | TRON | 0.273 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| BGB | BGB | 4.183 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| TON | Toncoin | 2.912 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| XLM | Stellar | 0.246 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| SHIB | SHIB | 0.00001160121442 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| XMR | Monero | 308.711 USD | 0.00% | 2025-06-23T23:55:00.000Z |
| 0.00% | ||||
Get started by replicating the historical performance with our code snippets.
Copy and paste the code snippets below into your Python environment or download the files below.
Universe
Top 20 Market Capitalization Cryptocurrencies
| Ticker | Name | Fast Momentum | Funding Rates |
|---|---|---|---|
| BTC | Bitcoin | ||
| ETH | Ethereum | ||
| SOL | Solana | ||
| XRP | Ripple | ||
| DOGE | Dogecoin | ||
| SUI | Sui | ||
| BNB | Binance Coin | ||
| ADA | Cardano | ||
| LTC | Litecoin | ||
| LINK | Chainlink | ||
| AVAX | Avalanche | ||
| DOT | Polkadot | ||
| BCH | Bitcoin Cash | ||
| PEPE | PEPE | ||
| HBAR | Hedera | ||
| TRX | TRON | ||
| AAVE | Aave | ||
| FIL | Filecoin | ||
| TAO | Bittensor | ||
| NEAR | NEAR Protocol | ||
| UNI | Uniswap | ||
| APT | Aptos | ||
| BGB | BGB | ||
| TON | Toncoin | ||
| FET | FET | ||
| EOS | EOS | ||
| ETC | Ethereum Classic | ||
| XLM | Stellar | ||
| RENDER | RENDER | ||
| KAS | Kaspa | ||
| OP | OP | ||
| OM | MANTRA | ||
| ARB | Arbitrum | ||
| ATOM | ATOM | ||
| INJ | INJ | ||
| VET | VeChain | ||
| APE | APE | ||
| SHIB | SHIB | ||
| SAND | SAND | ||
| LDO | LDO | ||
| ALGO | Algorand | ||
| ICP | Internet Computer | ||
| STX | STX | ||
| MANA | MANA | ||
| IMX | IMX | ||
| NEO | NEO | ||
| IOTA | IOTA | ||
| AXS | AXS | ||
| CRO | CRO | ||
| COMP | COMP | ||
| GRT | GRT | ||
| THETA | THETA | ||
| EGLD | EGLD | ||
| BSV | BSV | ||
| XMR | Monero | ||
| XTZ | XTZ | ||
| QNT | QNT | ||
| FLOW | FLOW | ||
| SNX | SNX | ||
| QTUM | QTUM | ||
| LUNC | LUNC | ||
| BAT | BAT | ||
| DASH | DASH | ||
| ZEC | ZEC | ||
| ONT | ONT | ||
| UMA | UMA | ||
| XCN | XCN | ||
| WAVES | WAVES |