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What Drives Returns in Crypto Markets?

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Covered in this REPORT

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.

  • How factor investing works in crypto

  • The diverse use cases of factor indices 

  • What drives returns across factors

Download the Report.