Fabrisk Factor & risk
One factor engine.
Two markets.
Fabrisk is the factor and risk stack — models, construction, and both ex-ante and ex-post analysis — run through a single engine across crypto and equity, so the framework is consistent wherever you invest.
Capabilities
Model, build, measure — end to end.
Factor models
Transparent factor models — exposures, factor returns and a covariance you can interrogate, not a black box.
Portfolio construction
Build factor-aware portfolios to explicit risk and exposure targets, with sensible, auditable defaults.
Ex-ante risk
Forward-looking risk — factor and specific — with correlated stress tests and scenario analysis.
Ex-post attribution
Decompose realised performance and risk into factors, selection and interaction, cleanly.
Backtesting
Test construction rules across market cycles with the same out-of-sample discipline as the rest of the house.
Universe
The same engine, two markets.
Crypto
A factor model native to digital assets — momentum, size, liquidity, volatility and funding — built for a 24/7 market with its own microstructure.
Equity
An equity factor model — style and industry factors across the global cross-section, refreshed on a clean fundamentals feed.
Coming 2026
Put Fabrisk on your universe.
Fabrisk enters private beta in 2026. Tell us whether you run crypto, equity or both and we’ll be in touch.