Foundational Factors
Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
62.9% | 79% | |
1.10 | 1.69 | |
1.00 | -0.02 |
Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
62.9% | 104.9% | |
1.10 | 2.14 | |
1.00 | -0.09 |
Momentum
Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
62.9% | 38% | |
1.10 | 1.04 | |
1.00 | 0.04 |
Enhanced Momentum
Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
62.9% | 63.2% | |
1.10 | 1.60 | |
1.00 | -0.05 |
Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
68.4% | 16.7% | |
1.17 | 0.59 | |
1.00 | -0.19 |
Enhanced Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
68.8% | 43.2% | |
1.17 | 1.18 | |
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 | |
|---|---|---|
50.9% | 57.7% | |
0.98 | 1.38 | |
1.00 | -0.01 |
Open Interest Divergence
Quantifies open interest divergence and systematically takes positions, aiming to capitalize on behavioral inefficiencies.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
59.2% | 24.2% | |
1.06 | 0.74 | |
1.00 | -0.11 |