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 | |
|---|---|---|
1.11 | 1.98 | |
64.1% | 92.1% | |
0.00 | 0.66 | |
1.00 | -0.08 | |
-76.6% | -35.5% | |
63% | 36.3% | |
1.11 | 1.98 | |
0% | 64.1% | |
100% | 2.2% | |
100% | 169.9% |
Quarta - Top 30 Market Cap
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
CAGR
103%
Sharpe Ratio
2.25
Volatility
34%
Alpha
0.71
Quarta - Top 40 Market Cap
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
CAGR
119%
Sharpe Ratio
2.47
Volatility
34%
Alpha
0.79
| Ticker | Name | Arrival Price | Weight | Date |
|---|---|---|---|---|
| BTC | Bitcoin | 105530.016 USD | 0.00% | 2025-06-03 |
| ETH | Ethereum | 2593.301 USD | 0.00% | 2025-06-03 |
| SOL | Solana | 155.701 USD | 0.00% | 2025-06-03 |
| XRP | Ripple | 2.254 USD | 0.00% | 2025-06-03 |
| DOGE | Dogecoin | 0.193 USD | 0.00% | 2025-06-03 |
| SUI | Sui | 3.246 USD | 0.00% | 2025-06-03 |
| BNB | Binance Coin | 661.427 USD | 0.00% | 2025-06-03 |
| ADA | Cardano | 0.686 USD | 0.00% | 2025-06-03 |
| LTC | Litecoin | 89.744 USD | 0.00% | 2025-06-03 |
| LINK | Chainlink | 14.117 USD | 0.00% | 2025-06-03 |
| AVAX | Avalanche | 21.126 USD | 0.00% | 2025-06-03 |
| DOT | Polkadot | 4.148 USD | 0.00% | 2025-06-03 |
| BCH | Bitcoin Cash | 402.396 USD | 0.00% | 2025-06-03 |
| HBAR | Hedera | 0.172 USD | 0.00% | 2025-06-03 |
| TRX | TRON | 0.27 USD | 0.00% | 2025-06-03 |
| BGB | BGB | 4.793 USD | 0.00% | 2025-06-03 |
| TON | Toncoin | 3.184 USD | 0.00% | 2025-06-03 |
| XLM | Stellar | 0.273 USD | 0.00% | 2025-06-03 |
| SHIB | SHIB | 0.000013049172594037373 USD | 0.00% | 2025-06-03 |
| XMR | Monero | 343.784 USD | 0.00% | 2025-06-03 |
| 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 |