Foundational Factors
Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
65.9% | 90.6% | |
1.13 | 1.90 | |
1.00 | 0.04 |
Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
65.9% | 122.8% | |
1.13 | 2.67 | |
1.00 | -0.02 |
Momentum
Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
65.9% | 44% | |
1.13 | 1.22 | |
1.00 | 0.05 |
Enhanced Momentum
Captures short-term momentum effects, measured by a wide range of proprietary methods, while minimizing directional exposure.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
65.9% | 68.1% | |
1.13 | 1.75 | |
1.00 | -0.05 |
Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
65.2% | 30.5% | |
1.12 | 0.92 | |
1.00 | -0.17 |
Enhanced Carry
Captures cross-sectional funding premium across a wide range of exchanges, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
70.3% | 37.8% | |
1.19 | 1.39 | |
1.00 | -0.00 |
Retail Flow
Quantifies retail money flows, activity and systematically takes contrarian positions, aiming to capitalize on behavioral inefficiencies.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
53.6% | 31.3% | |
1.01 | 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 | |
|---|---|---|
62.2% | 69.1% | |
1.09 | 1.57 | |
1.00 | -0.05 |