Multi-Factor Portfolios

Our market-neutral, survivorship-bias-free, multi-factor portfolios are constructed to deliver uncorrelated alpha.

Single-Factor Portfolios

Our single-factor portfolios are designed to provide a simple and effective way to gain exposure to a specific factor.

Momentum

Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.

Benchmark (BTC)Portfolio
63.3%
30%
1.10
0.88
1.00
0.04
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor

Enhanced Momentum

Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.

Benchmark (BTC)Portfolio
63.3%
51.8%
1.10
1.40
1.00
-0.06
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor

Carry

Captures cross-sectional carry premiums, exploiting funding imbalances.

Benchmark (BTC)Portfolio
68.8%
6.8%
1.17
0.37
1.00
-0.21
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor

Enhanced Carry

Captures cross-sectional carry premiums, exploiting funding imbalances.

Benchmark (BTC)Portfolio
69.2%
40.1%
1.18
1.11
1.00
-0.07
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor

Retail Flow

Quantifies retail money flows, activity and systematically takes contrarian positions, aiming to capitalize on behavioral inefficiencies.

Benchmark (BTC)Portfolio
51.2%
63.1%
0.98
1.48
1.00
0.00
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor

Open Interest Divergence

Quantifies open interest divergence and systematically takes positions, aiming to capitalize on behavioral inefficiencies.

Benchmark (BTC)Portfolio
59.5%
20.2%
1.06
0.66
1.00
-0.10
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor