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 | |
|---|---|---|
1.09 | 2.48 | |
62.9% | 119.4% | |
0.00 | 0.79 | |
1.00 | -0.08 | |
-76.6% | -25.7% | |
63% | 34% | |
1.09 | 2.48 | |
0% | 67.3% | |
100% | 6.4% | |
100% | 175.9% |
Quarta - Top 20 Market Cap
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
CAGR
93%
Sharpe Ratio
1.99
Volatility
36%
Alpha
0.66
Quarta - Top 30 Market Cap
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
CAGR
104%
Sharpe Ratio
2.26
Volatility
34%
Alpha
0.72
| Ticker | Name | Arrival Price | Weight | Date |
|---|---|---|---|---|
| BTC | Bitcoin | 101716.367 USD | 0.00% | 2025-06-05 |
| ETH | Ethereum | 2421.186 USD | 0.00% | 2025-06-05 |
| SOL | Solana | 144.928 USD | 0.00% | 2025-06-05 |
| XRP | Ripple | 2.097 USD | 0.00% | 2025-06-05 |
| DOGE | Dogecoin | 0.172 USD | 0.00% | 2025-06-05 |
| SUI | Sui | 2.953 USD | 0.00% | 2025-06-05 |
| BNB | Binance Coin | 635.384 USD | 0.00% | 2025-06-05 |
| ADA | Cardano | 0.629 USD | 0.00% | 2025-06-05 |
| TRUMP | TRUMP | 9.749 USD | 0.00% | 2025-06-05 |
| LTC | Litecoin | 83.692 USD | 0.00% | 2025-06-05 |
| LINK | Chainlink | 12.922 USD | 0.00% | 2025-06-05 |
| ONDO | ONDO | 0.78 USD | 0.00% | 2025-06-05 |
| AVAX | Avalanche | 18.831 USD | 0.00% | 2025-06-05 |
| DOT | Polkadot | 3.84 USD | 0.00% | 2025-06-05 |
| BCH | Bitcoin Cash | 386.129 USD | 0.00% | 2025-06-05 |
| ENA | ENA | 0.286 USD | 0.00% | 2025-06-05 |
| PEPE | PEPE | 0.00001070395501301391 USD | 0.00% | 2025-06-05 |
| HBAR | Hedera | 0.16 USD | 0.00% | 2025-06-05 |
| TRX | TRON | 0.281 USD | 0.00% | 2025-06-05 |
| AAVE | Aave | 242.707 USD | 0.00% | 2025-06-05 |
| FIL | Filecoin | 2.37 USD | 0.00% | 2025-06-05 |
| TAO | Bittensor | 354.438 USD | 0.00% | 2025-06-05 |
| NEAR | NEAR Protocol | 2.266 USD | 0.00% | 2025-06-05 |
| UNI | Uniswap | 5.914 USD | 0.00% | 2025-06-05 |
| APT | Aptos | 4.509 USD | 0.00% | 2025-06-05 |
| BGB | BGB | 4.544 USD | 0.00% | 2025-06-05 |
| TON | Toncoin | 3.048 USD | 0.00% | 2025-06-05 |
| FET | FET | 0.727 USD | 0.00% | 2025-06-05 |
| ETC | Ethereum Classic | 16.324 USD | 0.00% | 2025-06-05 |
| XLM | Stellar | 0.258 USD | 0.00% | 2025-06-05 |
| RENDER | RENDER | 3.579 USD | 0.00% | 2025-06-05 |
| KAS | Kaspa | 0.08158136904239655 USD | 0.00% | 2025-06-05 |
| VET | VeChain | 0.022741863504052162 USD | 0.00% | 2025-06-05 |
| POL | Polygon | 0.2 USD | 0.00% | 2025-06-05 |
| SHIB | SHIB | 0.000012020766007481143 USD | 0.00% | 2025-06-05 |
| ALGO | Algorand | 0.182 USD | 0.00% | 2025-06-05 |
| ICP | Internet Computer | 4.885 USD | 0.00% | 2025-06-05 |
| CRO | CRO | 0.09821540117263794 USD | 0.00% | 2025-06-05 |
| XMR | Monero | 318.841 USD | 0.00% | 2025-06-05 |
| FTN | FTN | 4.435 USD | 0.00% | 2025-06-05 |
| 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 40 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 | ||
| TRUMP | TRUMP | ||
| LTC | Litecoin | ||
| LINK | Chainlink | ||
| ONDO | ONDO | ||
| AVAX | Avalanche | ||
| DOT | Polkadot | ||
| BCH | Bitcoin Cash | ||
| FARTCOIN | FARTCOIN | ||
| ENA | ENA | ||
| PEPE | PEPE | ||
| HBAR | Hedera | ||
| TRX | TRON | ||
| AAVE | Aave | ||
| FIL | Filecoin | ||
| ALCH | ALCH | ||
| MEMEFI | MEMEFI | ||
| TAO | Bittensor | ||
| WLD | WLD | ||
| LAYER | LAYER | ||
| NEAR | NEAR Protocol | ||
| WIF | WIF | ||
| UNI | Uniswap | ||
| TIA | TIA | ||
| APT | Aptos | ||
| BGB | BGB | ||
| TON | Toncoin | ||
| FET | FET | ||
| EOS | EOS | ||
| ETC | Ethereum Classic | ||
| XLM | Stellar | ||
| CRV | CRV | ||
| RENDER | RENDER | ||
| KAS | Kaspa | ||
| OP | OP | ||
| OM | MANTRA | ||
| ARB | Arbitrum | ||
| SEI | SEI | ||
| ATOM | ATOM | ||
| INJ | INJ | ||
| VET | VeChain | ||
| POL | Polygon | ||
| GALA | GALA | ||
| APE | APE | ||
| ORDI | ORDI | ||
| SHIB | SHIB | ||
| SAND | SAND | ||
| JUP | JUP | ||
| MKR | MKR | ||
| PAXG | PAXG | ||
| S | S | ||
| LDO | LDO | ||
| ALGO | Algorand | ||
| KAVA | KAVA | ||
| ENS | ENS | ||
| ICP | Internet Computer | ||
| STX | STX | ||
| MANA | MANA | ||
| IMX | IMX | ||
| NEO | NEO | ||
| RUNE | RUNE | ||
| GMT | GMT | ||
| CAKE | CAKE | ||
| AR | AR | ||
| IOTA | IOTA | ||
| AXS | AXS | ||
| CRO | CRO | ||
| COMP | COMP | ||
| GRT | GRT | ||
| THETA | THETA | ||
| SUSHI | SUSHI | ||
| TRB | TRB | ||
| JASMY | JASMY | ||
| RSR | RSR | ||
| CHZ | CHZ | ||
| CFX | CFX | ||
| EGLD | EGLD | ||
| BSV | BSV | ||
| MASK | MASK | ||
| XMR | Monero | ||
| XTZ | XTZ | ||
| FLOKI | FLOKI | ||
| CORE | CORE | ||
| QNT | QNT | ||
| FLOW | FLOW | ||
| SNX | SNX | ||
| BLUR | BLUR | ||
| 1INCH | 1INCH | ||
| BONK | BONK | ||
| QTUM | QTUM | ||
| KSM | KSM | ||
| YFI | YFI | ||
| ENJ | ENJ | ||
| ZIL | ZIL | ||
| ZRX | ZRX | ||
| MINA | MINA | ||
| ONE | ONE | ||
| T | T | ||
| CELO | CELO | ||
| LUNC | LUNC | ||
| BAT | BAT | ||
| STORJ | STORJ | ||
| DASH | DASH | ||
| BEAM | BEAM | ||
| ZEC | ZEC | ||
| ETHW | ETHW | ||
| SXP | SXP | ||
| LRC | LRC | ||
| ANKR | ANKR | ||
| JST | JST | ||
| RVN | RVN | ||
| ONT | ONT | ||
| ICX | ICX | ||
| BAND | BAND | ||
| UMA | UMA | ||
| HOT | HOT | ||
| IOST | IOST | ||
| XCN | XCN | ||
| OGN | OGN | ||
| TWT | TWT | ||
| BNT | BNT | ||
| LUNA | LUNA | ||
| CVC | CVC | ||
| HNT | HNT | ||
| WAVES | WAVES | ||
| VIC | VIC | ||
| SNT | SNT | ||
| BAL | BAL | ||
| FTN | FTN | ||
| AMP | AMP |