Aperiodic Factors
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Cross-sectional factors
for the digital-asset desk.

Institutional-grade alpha factors for digital assets — extracted from flow, market microstructure, and on-chain metrics. Tradable, point-in-time signals with documented track record, combinable into multi-factor portfolios.

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Aperiodic · Factor BoardAs of Jul 24, 2026
Factor
Polaris
AF-PLRMomentum
+15.50%+33.29%
7 Factor Composite
AF-COMPMulti-Factor
+10.12%+32.72%
Supply Velocity
AF-SUPVOn-Chain
+4.37%+31.44%
Altair
AF-ALTLiquidity
+0.47%+20.82%
Enhanced Carry
AF-CRYXCarry
+11.90%+20.43%
Margin Risk
AF-MRGNDerivatives
+1.50%+9.84%
Retail Flow
AF-RFLWFlow
+4.35%+0.17%
Relative Illiquidity
AF-ILQLiquidity
-3.49%-8.74%
Point-in-time
14
Cross-sectional factors
2020
History from
400+
Asset universe
Daily
Point-in-time

Factor performance

Jul 25, 2025 – Jul 24, 2026
8495106117128139Jul 25Sep 25Nov 25Jan 26Mar 26May 26Jul 26
Polaris
7 Factor Composite
Supply Velocity
Altair
Enhanced Carry
Margin Risk
Retail Flow
Relative Illiquidity
Featured
Polaris
AF-PLRpolaris
CAGR
+33.31%
Ann. vol (1Y)
13.8%
Sharpe (1Y)
2.16
Max drawdown (1Y)
-7%

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

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

14 factors, one screener

View full catalog
FactorTickerFamily3MYTD1Y
AltairAF-ALTaltairLiquidity
+0.47%+20.82%
Margin RiskAF-MRGNmargin_riskDerivatives
+1.50%+9.84%
Retail FlowAF-RFLWretail_flowFlow
+4.35%+0.17%
Supply VelocityAF-SUPVsupply_velocityOn-Chain
+4.37%+31.44%
PolarisAF-PLRpolarisMomentum
+15.50%+33.29%
Relative IlliquidityAF-ILQrelative_illiquidityLiquidity
-3.49%-8.74%
Enhanced CarryAF-CRYXcarry_enhancedCarry
+11.90%+20.43%
Aperiodic · LicensingAs of Jul 24, 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 usBrowse the cataloginfo@aperiodic.io
Aperiodic Factors

Institutional cross-sectional alpha factors for digital-asset desks — extracted from liquidity, flow and market microstructure metrics.

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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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