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
63.6%
37.1%
1.10
1.02
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
63.6%
62.1%
1.10
1.59
1.00
-0.05
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
63.6%
18.6%
1.10
0.63
1.00
-0.14
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
69.5%
33.2%
1.18
0.97
1.00
-0.08
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
51.6%
56.2%
0.99
1.36
1.00
-0.01
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
59.8%
22.4%
1.07
0.70
1.00
-0.11
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor