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Factors/Liquidity/Altair
Aperiodic · AF-ALT · FactsheetAs of Sep 14, 2026
AF-ALT

Altair

altair

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

CAGR
+25.11%
Ann. vol
14.6%
Sharpe
1.61

How the factor is constructed

Altair is a short-term liquidity metric that captures intraday market dynamics. The data is collected in real time and aggregated from the most reputable exchanges. Altair is a high-turnover factor that benefits from smoothing to reduce transaction costs.

The universe consists of the most liquid and actively traded assets, identified on a rolling basis and survivorship-bias free. Positions are scaled by the inverse of rolling volatility; the factor is available point-in-time with hourly updates.

Signals
Liquidity Cross-sectional
Construction
Rank-weighted Long / short
Risk
Vol-targeted Inverse-vol scaled
Data
Point-in-time Reproducible

Altair

Jan 01, 2020 – Sep 14, 2026
70155240325410495Jan 20Feb 21Mar 22May 23Jun 24Aug 25Sep 26
Performance & risk by period
PeriodReturnBTCAnn. volSharpeMax DD
1 month-0.66%+24.10%——-5.4%
3 months+5.44%+17.86%——-5.4%
Year to date+0.53%-11.92%——-7.8%
1 year+13.66%-32.28%11%1.31-8.4%
Since inception (CAGR)+25.11%+42.73%14.6%1.61-12.3%
Implementation paths · AF-ALT

Putting Altair to work

There are two ways to take Altair from factsheet to live book: overlay it as a sleeve on the portfolio you already run, or use it as a building block in a standalone multi-factor portfolio. Both paths are documented in short, runnable notebooks that work out of the box against the public demo key — no signup required.

Notebook 01 · IPYNB

Add Altair to an existing portfolio

Size a Altair sleeve alongside your current book and quantify what it changes: correlation to your existing returns, then CAGR, volatility, Sharpe and maximum drawdown before and after the blend. One parameterized notebook runs for any factor — swap in Altair, then bring your own daily returns as a CSV or start from the built-in demo book.

Open the notebookDownload .ipynb
Blend impact · illustrativebefore → after
Your book+ AF-ALT sleeve
Inputs
Your CSV · demo
Reports
Corr · Sharpe · DD
Notebook 02 · IPYNB

Build a portfolio from scratch

Construct a market-neutral multi-factor portfolio from the ground up: ensemble the raw signals, apply inverse-volatility weights with a per-asset cap, and backtest net of transaction costs. The default factor list reconstructs the 7 Factor Composite — Altair is one of its seven constituents, so its contribution is in the blend from the first run.

Open the notebookDownload .ipynb
Target weights · one daylong / short
BTC+19%
ETH+13%
SOL+8%
LINK+3%
AVAX-3%
XRP-8%
BNB-13%
DOGE-19%

New to the platform? The five-step guide covers data access, a proof of concept, and licensing.

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Factor properties
Ticker
AF-ALT
API id
altair
Family
Liquidity
Universe
Top 40 Market Cap
Default smoothing
None
Rebalancing
Daily, hourly updates
History from
Jan 01, 2020
As of
Sep 14, 2026
Point-in-time
Yes — no look-ahead
Since inception (CAGR)
+25.11%
Max drawdown
-12.3%
Daily turnover
17.8%
Avg net exposure
10.3%
Avg gross exposure
101.3%
Downloads & links
PDFFactsheetCSVPortfolio returnsCSVRaw factor dataIPYNBAlphaLens notebookIPYNBIntegration notebook

Licence this factor

Custom pricing based on AUM, live weights via API, and methodology access under NDA.

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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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