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.
| Factor | |||
|---|---|---|---|
Supply Velocity AF-SUPVOn-Chain | +11.90% | +39.92% | |
7 Factor Composite AF-COMPMulti-Factor | +10.67% | +25.77% | |
Polaris AF-PLRMomentum | +11.61% | +20.40% | |
Enhanced Carry AF-CRYXCarry | +8.45% | +18.73% | |
Altair AF-ALTLiquidity | +0.53% | +13.66% | |
Margin Risk AF-MRGNDerivatives | +2.89% | +11.40% | |
Retail Flow AF-RFLWFlow | +2.78% | -2.91% | |
Relative Illiquidity AF-ILQLiquidity | -4.33% | -6.63% |
- 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 |
|---|---|---|---|---|---|
| Altair | AF-ALTaltair | Liquidity | +0.53% | +13.66% | |
| Margin Risk | AF-MRGNmargin_risk | Derivatives | +2.89% | +11.40% | |
| Retail Flow | AF-RFLWretail_flow | Flow | +2.78% | -2.91% | |
| Supply Velocity | AF-SUPVsupply_velocity | On-Chain | +11.90% | +39.92% | |
| Polaris | AF-PLRpolaris | Momentum | +11.61% | +20.40% | |
| Relative Illiquidity | AF-ILQrelative_illiquidity | Liquidity | -4.33% | -6.63% | |
| Enhanced Carry | AF-CRYXcarry_enhanced | Carry | +8.45% | +18.73% |
Put cross-sectional factors
into production.
Custom pricing based on AUM, dedicated onboarding, live weights via API, and methodology access under NDA.