Foundational Factors
Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.4% | 89.4% | |
1.10 | 1.91 | |
1.00 | 0.01 |
Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.4% | 101.5% | |
1.10 | 2.22 | |
1.00 | -0.08 |
Momentum
Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.4% | 42.9% | |
1.10 | 1.17 | |
1.00 | 0.04 |
Enhanced Momentum
Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.4% | 64.5% | |
1.10 | 1.70 | |
1.00 | -0.05 |
Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
69% | 46.8% | |
1.17 | 1.01 | |
1.00 | -0.19 |
Enhanced Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
69.4% | 87.5% | |
1.18 | 1.67 | |
1.00 | -0.06 |
Retail Flow
Quantifies retail money flows, activity and systematically takes contrarian positions, aiming to capitalize on behavioral inefficiencies.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
51.4% | 58.8% | |
0.99 | 1.34 | |
1.00 | -0.04 |
Open Interest Divergence
Quantifies open interest divergence and systematically takes positions, aiming to capitalize on behavioral inefficiencies.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
59.7% | 32.3% | |
1.06 | 0.90 | |
1.00 | -0.10 |