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Factor Indices
Factor Indices
Enterprise-ready multi-asset indices aligned to strategic risk exposure.
Replicable and Investible Indexes
Designed to support the development of advanced ETFs, ETPs and derivatives, our factor indices provide the regulatory-ready crypto exposure you need to build your product.
Our factor indices put practicality first, each offering exposure to 10 assets aligned to a unique strategic focus. This ensures each index is easy to replicate, transparent, and low maintenance, minimizing operational risks and maximizing auditability.
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Independently backtest to validate performance
With transparent methodologies and accessible data, you can easily verify index results yourself to confirm their legitimacy and meet regulatory compliance standards with confidence. -
Customize to align with your strategic goals
Our customization capabilities give you the flexibility to design a factor index aligned to your investment strategies and tailored to your specific objectives. Combine multiple factors to create powerful multi-factor approaches, adjust factor weightings to match your unique preferences, or implement dynamic allocation strategies.
Featured Indices
Kaiko LowVol Index
Factor Index
Minimizes portfolio volatility through inverse volatility weighting. Includes the top 10 assets with the lowest volatility and is rebalanced quarterly.
Kaiko Momentum Index
Factor Index
Leverages ongoing patterns in short and long term price trends. Includes the top 5 assets with the highest momentum scores and is rebalanced monthly.
The Kaiko Factor Model
Beyond Homogenity: A Taxonomic Approach to Cryptocurrency Factor Models
This methodology paper explores cryptocurrency factors across Crypto Native, Real-World Assets, and MEME coins, and examines how market, size, momentum, and low-volatility factors behave differently within these categories.
Learn more about:
The opportunities presented by factor investing
Our factor model
The methodologies behind our factor indices
Download our methodology paper:
The Kaiko Factor Model
What Drives Returns in Crypto Markets?
This report explores how Factor Indices bring evidence-based factor exposures to digital assets, outlining how indices are constructed, why category-aware implementation matters, and how institutions can use factor tilts for allocation, overlays, and risk management.
Learn more about:
How factor investing works in crypto
The diverse use cases of factor indices
What drives returns across factors
Download our report:
Explore our Factor Indices
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