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Aperiodic · Factor CatalogUniverse · Top 40 · As of Nov 02, 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
-3.28%+5.49%11.5%0.50
Margin Risk

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

AF-MRGN
margin_risk
-2.07%+0.01%12.7%0.06
Retail Flow

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

AF-RFLW
retail_flow
-4.95%-5.27%11.3%-0.40
Supply Velocity

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

AF-SUPV
supply_velocity
+13.59%+24.19%10.9%1.98
Polaris

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

AF-PLR
polaris
+2.14%+7.71%14%0.56
Relative Illiquidity

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

AF-ILQ
relative_illiquidity
-9.75%-6.21%11.1%-0.54
Enhanced Carry

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

AF-CRYX
carry_enhanced
+9.77%+12.55%10%1.30
Enhanced Mean Reversion

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

AF-MRX
mean_reversion_enhanced
-7.29%-7.10%4.8%-1.53
Mean Reversion

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

AF-MR
mean_reversion
-5.56%-0.40%11.8%0.05
Instantaneous Momentum

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

AF-IMOM
instantaneous_momentum
+12.15%+18.16%11.8%1.49
Instantaneous Volatility

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

AF-IVOL
instantaneous_volatility
+2.98%-2.91%11.7%-0.22
Open Interest Divergence

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

AF-OID
open_interest_divergence
-6.81%-3.63%11.3%-0.28
Enhanced Momentum

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

AF-MOMX
momentum_enhanced
+0.48%+4.75%11.9%0.41
Momentum

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

AF-MOM
momentum
-7.71%-4.72%11.9%-0.33
7 Factor Composite

Arithmetic averaging of the weights of the 7 orthogonal factors

AF-COMP
composite-7
+2.44%+10.93%10.9%1.02
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.

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