Momentum (Market-neutral)
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 (Market-neutral)
Captures cross-sectional carry premiums, exploits funding imbalances and relative yield opportunities.
Benchmark (BTC) | Portfolio | |
---|---|---|
69.8% | 38.7% | |
1.18 | 1.09 | |
1.00 | -0.07 |
Retail Flow (Market-neutral)
Quantifies retail flows and 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 (Market-neutral)
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 |