Unravel

Portfolio Catalog

Multi-Factor Portfolios

Our market-neutral, survivorship-bias-free, multi-factor portfolios are constructed to deliver uncorrelated alpha.
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Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
Benchmark (BTC)Portfolio
64.2%
125.1%
1.11
2.71
1.00
-0.02
Top 40 Market Cap
Tier 3
Market-Neutral
Survivorship-Bias Free
Multi-Factor
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Foundational Factors
Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.
Benchmark (BTC)Portfolio
64.2%
88.6%
1.11
1.88
1.00
0.04
Top 40 Market Cap
Tier 3
Market-Neutral
Survivorship-Bias Free
Multi-Factor

Single-Factor Portfolios

Our single-factor portfolios are designed to provide a simple and effective way to gain exposure to a specific factor.
Retail Flow
Quantifies retail money flows, activity and systematically takes contrarian positions, aiming to capitalize on behavioral inefficiencies.
Benchmark (BTC)Portfolio
51.8%
32.5%
0.99
1.40
1.00
-0.01
Top 40 Market Cap
Tier 2
Market-Neutral
Survivorship-Bias Free
Single-Factor
Altair
Measures short-term liquidity dynamics across digital assets.
Benchmark (BTC)Portfolio
64.2%
65.2%
1.11
1.81
1.00
0.08
Top 40 Market Cap
Tier 3
Market-Neutral
Survivorship-Bias Free
Single-Factor
Enhanced Momentum
Captures short-term momentum effects, measured by a wide range of proprietary methods, while minimizing directional exposure.
Benchmark (BTC)Portfolio
64.2%
69.7%
1.11
1.78
1.00
-0.05
Top 40 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor
Enhanced Carry
Captures cross-sectional funding premium across a wide range of exchanges, exploiting funding imbalances.
Benchmark (BTC)Portfolio
68.4%
37.5%
1.17
1.39
1.00
-0.00
Top 40 Market Cap
Tier 2
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
60.5%
70.6%
1.07
1.59
1.00
-0.05
Top 40 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor
Momentum
Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.
Benchmark (BTC)Portfolio
64.2%
43.5%
1.11
1.21
1.00
0.05
Top 40 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor
Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
Benchmark (BTC)Portfolio
63.5%
32.1%
1.11
0.95
1.00
-0.17
Top 40 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor