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.
| Factor | YTD | 1Y | |
|---|---|---|---|
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% |
- 14
- Cross-sectional factors
- 2020
- History from
- 400+
- Asset universe
- Daily
- Point-in-time
Factor performance
Production-grade by design
Transparent, point-in-time data
Raw factor data and portfolio returns as CSVs, with runnable AlphaLens notebooks — no look-ahead, fully reproducible.
Institutional SLA
Production-grade dissemination with documented uptime, point-in-time guarantees and a named quant contact.
Live weights via API
Fetch current allocations and risk-targeted Adaptive portfolios straight from the API for production use.
Custom pricing & onboarding
Licensing scaled to AUM and use case, with dedicated onboarding and methodology access under NDA.
Tailored to your desk
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 makers & LPs
Microstructure, liquidity and order-flow factors — relative illiquidity, retail flow, open-interest divergence — to sharpen inventory management and quoting.
Prop & MFT desks
Momentum, reversion and intraday / instantaneous variants built for medium-frequency execution, with live weights delivered straight from the API.
14 factors, one screener
| Factor | Ticker | Family | 3M | YTD | 1Y |
|---|---|---|---|---|---|
| Polaris | AF-PLRpolaris | Momentum | +13.99% | +32.99% | |
| Altair | AF-ALTaltair | Liquidity | -4.76% | +18.36% | |
| Enhanced Momentum | AF-MOMXmomentum_enhanced | Momentum | +9.91% | +25.34% | |
| Enhanced Carry | AF-CRYXcarry_enhanced | Carry | +11.53% | +23.04% | |
| Mean Reversion | AF-MRmean_reversion | Reversal | +7.48% | +22.94% | |
| Relative Illiquidity | AF-ILQrelative_illiquidity | Liquidity | -2.49% | -5.86% | |
| Retail Flow | AF-RFLWretail_flow | Flow | +8.63% | +0.27% |
Put cross-sectional factors
into production.
Custom pricing based on AUM, dedicated onboarding, live weights via API, and methodology access under NDA.
As of Jun 05, 2026 · Source · dataroom / portfolio-40-returns