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Aperiodic · Factor CatalogUniverse · Top 40 · As of Jul 24, 2026

Cross-sectional factors

Every Aperiodic factor across a 400+ digital-asset universe. Search, filter and sort, then open a factsheet or pull the data. Returns shown for the tradeable but demonstrative top-40 model portfolios; the product is the raw factor data.

15 factors
Factor ▾Ticker ▾1Y trendYTD ▾1Y ▾Vol ▾Sharpe ▾Data
Altair

Measures short-term liquidity dynamics, slippage and market order imbalances.

AF-ALT
altair
+0.47%+20.82%10.3%1.94
Margin Risk

Assets with higher at-risk-of-liquidation positions tend to underperform less leveraged assets.

AF-MRGN
margin_risk
+1.50%+9.84%11.6%0.87
Retail Flow

Quantifies retail money flow, positioning, and activity and systematically takes contrarian positions.

AF-RFLW
retail_flow
+4.35%+0.17%10.9%0.13
Supply Velocity

Assets with lower inflation perform better than assets with higher inflation.

AF-SUPV
supply_velocity
+4.37%+31.44%13.6%2.07
Polaris

Proprietary measure of short-term, normalized momentum effects across crypto assets.

AF-PLR
polaris
+15.50%+33.29%13.7%2.21
Relative Illiquidity

Captures the effect of assets with higher relative illiquidity tending to outperform.

AF-ILQ
relative_illiquidity
-3.49%-8.74%15%-0.49
Enhanced Carry

Captures cross-sectional funding premium across a wide range of exchanges, exploiting funding imbalances.

AF-CRYX
carry_enhanced
+11.90%+20.43%10.1%1.87
Enhanced Mean Reversion

Basket-based mean reversion signal diversified across time frames and transformations with enhanced conditioning for robustness.

AF-MRX
mean_reversion_enhanced
-5.26%-13.13%9.7%-1.38
Mean Reversion

Basket-based mean reversion signal diversified across different windows to capture broad reversal dynamics.

AF-MR
mean_reversion
-1.64%+13.16%14.4%0.94
Instantaneous Momentum

Proprietary measure of momentum, assets with higher instantaneous momentum tend to outperform.

AF-IMOM
instantaneous_momentum
+19.07%+50.01%12%3.47
Instantaneous Volatility

Proprietary measure of volatility, assets with higher instantaneous volatility tend to outperform in certain market conditions.

AF-IVOL
instantaneous_volatility
+3.43%-2.56%12.1%-0.13
Open Interest Divergence

Quantifies open interest divergence and systematically takes positions, aiming to capitalize on behavioral inefficiencies.

AF-OID
open_interest_divergence
-0.95%-2.75%15.3%-0.07
Enhanced Momentum

Captures short-term momentum effects, measured by a wide range of proprietary methods.

AF-MOMX
momentum_enhanced
+9.84%+22.99%12.8%1.71
Momentum

Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.

AF-MOM
momentum
-1.41%+4.00%14.8%0.34
7 Factor Composite

Arithmetic averaging of the weights of the 7 orthogonal factors

AF-COMP
composite-7
+10.12%+32.72%9.7%3.02
Returns & stats computed from real portfolio-40 daily series (dataroom). Point-in-time.© 2026 Aperiodic
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.

© 2026 Aperiodic