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Factor Catalog

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.

Universe · Top 40
As of —
14 factors
Factor ▾Ticker ▾1Y trendYTD ▾1Y ▾Vol ▾Sharpe ▾Data
Polaris

Cross-sectional trend persistence ranking the universe by trailing risk-adjusted return.

AF-PLR
polaris
+0.00%+0.00%0%0.00
Altair

Short-term liquidity dynamics from slippage and market-order imbalances across venues.

AF-ALT
altair
+0.00%+0.00%0%0.00
Momentum

Cross-sectional trend persistence ranking the universe by trailing risk-adjusted return.

AF-MOM
momentum
+0.00%+0.00%0%0.00
Enhanced Momentum

Momentum refined with volatility scaling and turnover control for steadier risk-adjusted carry.

AF-MOMX
momentum_enhanced
+0.00%+0.00%0%0.00
Instantaneous Momentum

High-frequency momentum estimated from short-horizon returns across the cross-section.

AF-IMOM
instantaneous_momentum
+0.00%+0.00%0%0.00
Mean Reversion

Short-horizon reversal against recent over-extension across the liquid universe.

AF-MR
mean_reversion
+0.00%+0.00%0%0.00
Enhanced Mean Reversion

Reversal refined with liquidity and volatility filters to suppress false signals.

AF-MRX
mean_reversion_enhanced
+0.00%+0.00%0%0.00
Enhanced Carry

Funding carry with basis and term-structure adjustment for cleaner premium capture.

AF-CRYX
carry_enhanced
+0.00%+0.00%0%0.00
Instantaneous Volatility

Realised short-horizon volatility factor, long low-vol and short high-vol names.

AF-IVOL
instantaneous_volatility
+0.00%+0.00%0%0.00
Relative Illiquidity

Amihud-style illiquidity premium from price impact per unit of traded volume.

AF-ILQ
relative_illiquidity
+0.00%+0.00%0%0.00
Retail Flow

Retail order-flow imbalance inferred from venue-level trade prints.

AF-RFLW
retail_flow
+0.00%+0.00%0%0.00
Open Interest Divergence

Divergence between spot price and open interest, signalling positioning unwinds.

AF-OID
open_interest_divergence
+0.00%+0.00%0%0.00
Margin Risk

Leverage and margin-stress factor capturing crowded, liquidation-prone positioning.

AF-MRGN
margin_risk
+0.00%+0.00%0%0.00
Supply Velocity

On-chain supply turnover measuring the rate coins change hands relative to float.

AF-SUPV
supply_velocity
+0.00%+0.00%0%0.00
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 — market-neutral, point-in-time and tradable, with documented track records and live weights via API.

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Factor data is point-in-time and subject to revision. 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