Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.

Combines 4 cross-sectional, orthogonal factors - while reducing exposure dynamically in adverse market conditions.

Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.

Combines cross-sectional momentum and carry factors - while reducing exposure dynamically in adverse market conditions..

Quantifies retail money flows, activity and systematically takes contrarian positions, aiming to capitalize on behavioral inefficiencies.

Measures short-term liquidity dynamics across digital assets.

Captures short-term momentum effects, measured by a wide range of proprietary methods, while minimizing directional exposure.

Captures cross-sectional funding premium across a wide range of exchanges, exploiting funding imbalances.

Quantifies open interest divergence and systematically takes positions, aiming to capitalize on behavioral inefficiencies.

Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.

Captures cross-sectional carry premiums, exploiting funding imbalances.