Foundational Factors
Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.6% | 67.3% | |
1.10 | 1.52 | |
1.00 | -0.02 |
Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.6% | 95.3% | |
1.10 | 2.02 | |
1.00 | -0.09 |
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 |
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 |
Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.6% | 18.6% | |
1.10 | 0.63 | |
1.00 | -0.14 |
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 |
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 |
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 |