Foundational Factors
Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.7% | 65.6% | |
1.10 | 1.49 | |
1.00 | -0.02 |
Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.7% | 92.5% | |
1.10 | 1.98 | |
1.00 | -0.08 |
Momentum
Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.7% | 29.8% | |
1.10 | 0.88 | |
1.00 | 0.04 |
Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
69.8% | 38.7% | |
1.18 | 1.09 | |
1.00 | -0.07 |
Retail Flow
Quantifies retail flows, activity and systematically takes contrarian positions, aiming to capitalize on behavioral inefficiencies.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
51.5% | 63.4% | |
0.99 | 1.48 | |
1.00 | 0.00 |
Open Interest Divergence
Quantifies open interest divergence and systematically takes positions, aiming to capitalize on behavioral inefficiencies.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
59.9% | 18.7% | |
1.06 | 0.63 | |
1.00 | -0.10 |