Predictive Risk Factors

Managing risk takes more than tracking volatility

Anticipate exogenous risks and enhance your portfolio with forward-looking risk management overlays.

Explore Risk Factors

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Asset: Bitcoin

+ Exogenous Risk Signal

= Risk-Managed Strategy

Risk Factor
Exchange Outflow

Risk Factor
US Cloud Computing Sector Momentum Spillover

Risk Factor
Meta Risk Index

Exchange Outflow

What if there were money flow patterns that can be used to predict and manage risk?

Using an Exogenous Predictive Risk Factor: When Exchange Outflows are high, investors are moving more money to cold wallets, signalling confidence.

A simple risk overlay based on Exchange Outflow Index improves the benchmark's risk-adjusted returns by 118%.

It achieves it by allocating less to Bitcoin when the exogenous risk factor predicts high volatility.

Use Cases

Designed for Quant Funds
For portfolio managers with directional exposure who, actively managing risk is essential. Unravel Risk Overlays provides forward-looking exogenous risk factors to reduce portfolio-level volatility.Book a call

Directional Exposure

Bitcoin

Unravel Risk Overlay

Crypto Meta Risk Weight

Risk-managed Exposure

Risk Adjusted Bitcoin Signal

Unravel Risk Overlay

Bitcoin Risk Signal

More diversified Portfolio

Your existing Assets

Bitcoin with reduced volatility

Tailored for Managers looking for crypto exposure
For investors seeking exposure to high-upside assets like Bitcoin we offer a proactive risk-managed approach. It enables access to the most promising & volatile opportunities while aiming to mitigate deep drawdowns and improve portfolio resilience.Book a call

Get Started

Discover Predictive Risk Factors on Unravel Terminal

Bootstrap your research efforts
with example backtests with our Predictive Index guide

Use the raw risk factors
or our Risk Indices via API to scale your exposure

Comprehensive Alternative Data Catalog

On-chain Metrics: Predictive factors derived from on-chain data, including money flows, transaction volume.
Liquidity Metrics: Predictive factors measuring money flow, liquidity & market depth.
Sentiment Metrics: Predictive factors measuring news and social media sentiment.
Cross-Asset Lead-Lag Relationships: Predictive factors manifesting lead-lag relationships between traditional markets and crypto assets.
Macro Indicators: Predictive factors measuring the macroeconomic environment, including inflation, interest rates, and economic growth.
Stablecoin / Options Market Metrics: Predictive factors describing the stablecoin and options market.

Ready to enhance your portfolio with exogenous risk factors?

Schedule a consultation with our team to discuss your specific needs and how our institutional API can give you an edge.