Foundational Factors
Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.5% | 77.7% | |
1.10 | 1.67 | |
1.00 | -0.02 |
Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.5% | 102.2% | |
1.10 | 2.11 | |
1.00 | -0.09 |
Momentum
Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.5% | 37.4% | |
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 | |
|---|---|---|
63.5% | 62.5% | |
1.10 | 1.59 | |
1.00 | -0.05 |
Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
69.1% | 16.4% | |
1.18 | 0.58 | |
1.00 | -0.19 |
Enhanced Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
69.5% | 42.8% | |
1.18 | 1.17 | |
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 | |
|---|---|---|
51.5% | 56.8% | |
0.99 | 1.37 | |
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% | 22.1% | |
1.06 | 0.70 | |
1.00 | -0.11 |