Foundational Factors
Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.9% | 65.9% | |
1.10 | 1.50 | |
1.00 | -0.02 |
Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.9% | 92.3% | |
1.10 | 1.98 | |
1.00 | -0.08 |
Momentum
Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
63.9% | 29.3% | |
1.10 | 0.87 | |
1.00 | 0.04 |
Carry
Captures cross-sectional carry premiums, exploiting funding imbalances.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
69.9% | 39.5% | |
1.18 | 1.10 | |
1.00 | -0.07 |
Retail Flow
Quantifies retail money flows, activity and systematically takes contrarian positions, aiming to capitalize on behavioral inefficiencies.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
51.7% | 62.8% | |
0.99 | 1.47 | |
1.00 | 0.00 |
Open Interest Divergence
Quantifies open interest divergence and systematically takes positions, aiming to capitalize on behavioral inefficiencies.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
60.1% | 19.1% | |
1.07 | 0.64 | |
1.00 | -0.10 |