NextLeap Launches Multi-Factor Alpha Stack, Pioneering the Web3 Version of Factor Investing
In May 2023, NextLeap officially released its independently developed strategy system module—Multi-Factor Alpha Stack—marking the first extension of traditional factor investing principles into the on-chain asset landscape of the Web3 ecosystem. This system introduces a “digitally native asset scoring framework” that combines interpretability with structured decision-making.
This breakthrough signifies the formal migration of factor investing methodologies from traditional finance (TradFi) to on-chain finance, providing institutional investors with a new-generation, multi-dimensional quantitative framework.
Reconstructing Factor Investing for the On-Chain World
The Multi-Factor Alpha Stack is based on classic quantitative factors—such as Momentum, Value, Volatility, and Risk Exposure—but redesigned with enhanced on-chain data and reconstructed features tailored to digital assets. For example:
- On-Chain Momentum Factors:
Measure trends in address activity, the acceleration of historical capital inflows, and timing patterns of core wallet entries. - On-Chain Value Factors:
Evaluate intrinsic asset strength through tokenomics, lock-up periods, smart contract interaction quality, and actual usage metrics. - On-Chain Risk Factors:
Identify risk exposure through metrics like address concentration, changes in liquidity depth, and governance event frequency.
Additionally, the system introduces a Behavioral Factor Fusion Layer, integrating traditional financial logic with user behavior modeling. This enables automated learning and dynamic adjustment of factor weightings.
Building a New Paradigm for Digital Asset Scoring
Leveraging the Multi-Factor Alpha Stack, NextLeap delivers quantifiable scoring and visual rankings of Web3 assets. These scores are applied across various use cases, including active asset selection, index enhancement, asset allocation, and structured products. Each asset score includes full traceability of factor inputs and historical performance, ensuring transparency and regulatory compliance throughout the decision-making chain.
According to the NextLeap research team, the system is deployed across major blockchains—Ethereum, Solana, Optimism, and others—covering over 5,000 mainstream on-chain assets and DeFi protocols. Plans are underway to extend coverage to emerging asset classes such as NFTs and RWAs (Real-World Assets).
On-Chain Quant Investing Enters the “Portfolio Construction” Era
With the launch of the Multi-Factor Alpha Stack, NextLeap has also released a strategy integration module, deeply embedded with its flagship CoreX platform. This integration supports full-cycle quantitative operations—including model stacking, factor re-weighting, historical backtesting, and return attribution—providing asset managers with a standardized construction framework that shortens the cycle from strategy development to deployment.
Lucas Stern, Chief Research Officer at NextLeap, stated:
“Over the past five years, on-chain data and behavioral analytics have matured significantly. The release of the Multi-Factor Alpha Stack is a pivotal step in moving on-chain investing from faith-based conviction to structured decision-making.”
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