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01Institutional Cross-Sectional Alpha

Cross-sectional alpha
for the digital-asset desk.

Institutional-grade, market-neutral factors for digital assets — momentum, carry, reversion, liquidity, flow and on-chain. Tradable, point-in-time signals with documented track records, combinable into multi-factor portfolios and available live via API.

Talk to salesBrowse the catalog
Aperiodic · Factor BoardAs of Jun 05, 2026
FactorYTD1Y
Polaris
AF-PLRpolaris
+13.99%+32.99%
Supply Velocity
AF-SUPVsupply_velocity
-0.58%+26.10%
Enhanced Carry
AF-CRYXcarry_enhanced
+11.53%+23.04%
Altair
AF-ALTaltair
-4.76%+18.36%
Margin Risk
AF-MRGNmargin_risk
+2.00%+12.35%
Retail Flow
AF-RFLWretail_flow
+8.63%+0.27%
Relative Illiquidity
AF-ILQrelative_illiquidity
-2.49%-5.86%
Source · dataroom / portfolio-40-returnsPoint-in-time
14
Cross-sectional factors
2020
History from
400+
Asset universe
Daily
Point-in-time
02PerformanceCumulative · rebased to 100

Factor performance

Jun 06, 2025 – Jun 05, 2026
8596107117128139Jun 25Aug 25Oct 25Dec 25Feb 26Apr 26Jun 26
Polaris
Supply Velocity
Enhanced Carry
Altair
Margin Risk
Retail Flow
Relative Illiquidity
Featured
Polaris
AF-PLRpolaris
CAGR
+33.85%
Ann. vol (1Y)
14.1%
Sharpe (1Y)
2.15
Max drawdown
-16.9%
03Built for institutions

Production-grade by design

01

Transparent, point-in-time data

Raw factor data and portfolio returns as CSVs, with runnable AlphaLens notebooks — no look-ahead, fully reproducible.

CSV · Notebooks
02

Institutional SLA

Production-grade dissemination with documented uptime, point-in-time guarantees and a named quant contact.

Reliability · SLA
03

Live weights via API

Fetch current allocations and risk-targeted Adaptive portfolios straight from the API for production use.

REST API · Live weights
04

Custom pricing & onboarding

Licensing scaled to AUM and use case, with dedicated onboarding and methodology access under NDA.

Scaled to AUM
04Built for

Tailored to your desk

01

Systematic & hedge funds

Drop-in, market-neutral alpha with point-in-time history for clean backtests and live allocation. Capacity-aware factors that slot straight into an existing risk framework.

Market-neutralPoint-in-timeCapacity-aware
02

Market makers & LPs

Microstructure, liquidity and order-flow factors — relative illiquidity, retail flow, open-interest divergence — to sharpen inventory management and quoting.

LiquidityOrder flowMicrostructure
03

Prop & MFT desks

Momentum, reversion and intraday / instantaneous variants built for medium-frequency execution, with live weights delivered straight from the API.

MomentumReversionLive weights
05The factor library

14 factors, one screener

View full catalog
FactorTickerFamily3MYTD1Y
PolarisAF-PLRpolarisMomentum
+13.99%+32.99%
AltairAF-ALTaltairLiquidity
-4.76%+18.36%
Enhanced MomentumAF-MOMXmomentum_enhancedMomentum
+9.91%+25.34%
Enhanced CarryAF-CRYXcarry_enhancedCarry
+11.53%+23.04%
Mean ReversionAF-MRmean_reversionReversal
+7.48%+22.94%
Relative IlliquidityAF-ILQrelative_illiquidityLiquidity
-2.49%-5.86%
Retail FlowAF-RFLWretail_flowFlow
+8.63%+0.27%
Aperiodic · LicensingAs of Jun 05, 2026

Put cross-sectional factors
into production.

Custom pricing based on AUM, dedicated onboarding, live weights via API, and methodology access under NDA.

Talk to salesBrowse the cataloginfo@aperiodic.io

As of Jun 05, 2026 · Source · dataroom / portfolio-40-returns

Aperiodic Factors

Institutional cross-sectional alpha factors for digital-asset desks — market-neutral, point-in-time and tradable, with documented track records and live weights via API.

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Factor data is point-in-time and subject to revision. Provided for informational purposes only; not investment advice, a recommendation, or an offer to transact. Past performance is not indicative of future results.

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