Dispersion, not direction.

Illustration · simulated data

Systematic long/short investing in digital assets. QuantAssets develops quantitative strategies for professional investors, with a focus on market-neutral statistical arbitrage.

Our models identify relative opportunities across digital assets and combine them into a diversified long/short portfolio. The strategy seeks returns from differences in asset performance, with approximately balanced long and short exposure. Investors currently access the strategy through their own exchange accounts, supported by systematic execution and ongoing risk monitoring.

Request the factsheet View the track record
~160Instruments in the current universe
18Alpha models and model variants
1.0xBaseline gross exposure / NAV
5%Single-asset limit, or lower by mandate
DailyScheduled portfolio rebalance

01ApproachCross-sectional · Dollar-neutral

Relative opportunities. Systematic selection.

The strategy ranks eligible instruments by expected relative performance. It takes long positions in assets expected to outperform and short positions in those expected to underperform, targeting approximately equal long and short notional exposure.

Portfolio illustration · simulated data

Long
0.500x
Short
−0.500x
Net
0.000x
Positions
148
Turnover
23.8%
LongShortScale: % of NAV

Simulated positions and metrics. Not live account data.

Research focuses on liquidity, price behaviour and market microstructure. Expected returns are assessed against funding costs, trading costs and implementation constraints before capital is allocated.

Dollar neutrality is intended to reduce directional exposure. It does not eliminate market beta or the risk of loss, as asset sensitivities and correlations can change, particularly during periods of stress.

A

Liquidity signals

Relative opportunities associated with differences in liquidity, trading activity and market depth.

Liquidity informs selection and sizing

B

Momentum and reversal

Price-continuation and mean-reversion signals across multiple horizons, including approximately one week and three months.

Lookbacks of ~7 days to ~3 months

C

Market microstructure

Order-flow imbalance, order-book depth and pricing dislocations inform the assessment of relative value and implementation costs.

Exchange data informs the portfolio

18 alpha models and model variants are combined through portfolio optimisation. Weights reflect expected return, correlation, liquidity, risk contribution and implementation cost.

02Investment processSystematic · Runs daily

Research translated into a disciplined daily process.

Systematic signal generation and execution, with human oversight and intervention for risk or operational reasons.

  1. 01

    Universe

    Approximately 160 crypto futures, screened for liquidity and market quality, generally with at least six months of listing history.

  2. 02

    Signals

    Generate and combine 18 alpha models and model variants using exchange market data. Target positions are reassessed daily.

  3. 03

    Portfolio construction

    Set target weights within neutrality, concentration, liquidity and mandate limits.

  4. 04

    Execution

    Rebalance daily through maker-biased execution, typically around 90% maker fills, depending on market conditions.

  5. 05

    Oversight

    Monitor exposure, margin, funding and system health. Escalate exceptions and reduce risk when required.

Risk framework

Exposure · Liquidity · Escalation · Controls

Exposure and concentration

A baseline gross exposure of approximately 1.0x NAV, with net-exposure monitoring and single-asset limits of 5% or lower by mandate.

Liquidity and funding

Instrument filters and position sizing account for market depth, funding costs and abnormal price moves. The eligible universe changes as conditions evolve.

Escalation and intervention

Message and phone alerts escalate relevant events. Authorised personnel can cancel orders, reduce exposure or activate the kill switch.

Account-level controls

Mandates set out risk limits and de-risking procedures. Controls reduce risk but cannot guarantee a maximum loss or immediate exit.

Strategy parameters as documented on 1 October 2026, subject to review and the agreed mandate. Gross exposure is the sum of absolute long and short notionals relative to account net asset value (NAV), and it can be reduced during stress.

03Track recordLive inception · 8 September 2025

Live trading. Account-level transparency.

QuantAssets began live trading on 8 September 2025. Performance materials and supporting methodology are available to eligible investors through the due diligence process.

13 months

Of live trading to date

  1. Backtest record begins

    Research and backtesting of the strategy’s models.

  2. Live trading begins

    The strategy moves from backtesting into live trading.

  3. Today

    Live and available

    Separately managed accounts and institutional mandates are open to eligible investors.

  4. Early 2027

    Pooled fund opens

    The fund begins accepting allocations.

Reference series

Understand the measurement basis.

The 1.0x reference series provides a common basis for reviewing the strategy. It must be distinguished from individual client-account results and from pre-live backtests. Reference-series reporting is after trading costs and funding, and before investor-specific management and performance fees.

Investor outcomes

Review the account that matters.

Actual results vary with inception date, exposure settings, model allocation, venue, collateral, fees and risk interventions. Representative account records and reconciliation materials can be discussed during due diligence, subject to confidentiality and availability.

Risk in practice

Assess drawdowns alongside returns.

The strategy can experience losses from liquidity shocks, adverse relative-price moves and funding costs. The February 2026 stress episode led to staged exposure reductions and changes to liquidity filters, concentration controls and portfolio construction.

A short live history should be assessed across both favourable and adverse market conditions. No single reference series represents every investor’s experience. Past performance is not a reliable indicator of future results.

Request performance materials

04AccessThree ways to invest

An investment structure aligned with your mandate.

Separately managed accounts and institutional mandates are live and available now. Our pooled fund opens for allocations in early 2027.

Live and available

Separately managed account

Your capital stays in your own exchange account. We trade under a signed mandate using trade-only API access, with withdrawal and transfer permissions disabled.

Minimum
US$100,000, indicative
Discuss an SMA
Live and available

Institutional mandate

An individually negotiated managed account, with venue, leverage limits, concentration controls and reporting agreed with your team.

Minimum
By agreement
Discuss a mandate
Opening early 2027

Pooled fund

A separately structured fund for eligible allocators. We will begin accepting allocations in early 2027. Register now to receive the offering documents when they are available.

Minimum
Set in the offering documents
Register interest

Access depends on eligibility, jurisdiction and a signed agreement. Assets in a managed account remain exposed to exchange, counterparty and trading risk.

05The firmQuantitative research & execution · British Virgin Islands

Institutional discipline, built for digital assets.

QuantAssets brings together quantitative investment research, trading technology and investor operations to deliver systematic digital-asset strategies through client-owned accounts.

Our team

More than 20 years in quantitative investing. Long-standing experience in crypto markets.

Our team has built and managed quantitative investment strategies at institutional hedge funds and systematic trading firms.

We bring the same standards of research, risk management and execution to digital-asset markets. Investment decisions, trading and risk oversight sit with one experienced team, supported by dedicated compliance and operations staff.

Team backgrounds and supporting profiles are available during due diligence.

06ContactProfessional investors only

Request the factsheet.

Professional investors can request the latest factsheet, our due diligence questionnaire, or a call with the team.

  • FactsheetPerformance, methodology, risk characteristics and indicative terms.
  • Due diligence questionnaireStrategy, risk, operations, account security and regulatory status.
  • Introductory callWith the investment and operations team.
Email
info@quantassets.io
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Investor enquiry

Professional investors only