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Aperiodic · Factor CatalogUniverse · Top 40 · As of Sep 14, 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
+0.53%+13.66%11%1.31
Margin Risk

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

AF-MRGN
margin_risk
+2.89%+11.40%11.6%1.07
Retail Flow

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

AF-RFLW
retail_flow
+2.78%-2.91%11.2%-0.23
Supply Velocity

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

AF-SUPV
supply_velocity
+11.90%+39.92%14%2.50
Polaris

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

AF-PLR
polaris
+11.61%+20.40%14.3%1.38
Relative Illiquidity

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

AF-ILQ
relative_illiquidity
-4.33%-6.63%14.9%-0.33
Enhanced Carry

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

AF-CRYX
carry_enhanced
+8.45%+18.73%10.2%1.75
Enhanced Mean Reversion

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

AF-MRX
mean_reversion_enhanced
-5.29%-14.13%9.8%-1.47
Mean Reversion

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

AF-MR
mean_reversion
-4.78%+7.98%14.5%0.52
Instantaneous Momentum

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

AF-IMOM
instantaneous_momentum
+17.55%+35.03%12.2%2.51
Instantaneous Volatility

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

AF-IVOL
instantaneous_volatility
+1.88%-5.70%12.1%-0.39
Open Interest Divergence

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

AF-OID
open_interest_divergence
-2.04%-2.53%15.3%-0.04
Enhanced Momentum

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

AF-MOMX
momentum_enhanced
+8.13%+12.97%13%1.02
Momentum

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

AF-MOM
momentum
-2.54%-4.95%14.6%-0.25
7 Factor Composite

Arithmetic averaging of the weights of the 7 orthogonal factors

AF-COMP
composite-7
+10.67%+25.77%10.3%2.32
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.

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