Quantalis
Quantalis — Tactical Asset Management & Overlay Solutions
A scalable and exportable investment solutions platform combining portfolio management, structuring, implementation and systematic liquid alternatives.
Quantalis is designed as a compact, expert and exportable investment platform able to design, structure, implement and monitor differentiated investment solutions across multiple wrappers. The platform combines the agility of a specialised investment boutique with the governance, discipline and operational robustness required by institutional asset management.
- Small expert team.
- High operational leverage.
- Scalable investment frameworks.
- Liquid and transparent solutions.
- Repeatable product development process.
- Strong bridge between portfolio management, structuring, execution and risk monitoring.
Investment Philosophy & Platform DNA
Quantalis operates at the intersection of portfolio management, quantitative investment strategies, tactical asset allocation, derivatives, structured products, implementation and risk management. The team focuses on liquid, transparent and risk-controlled solutions that can be deployed across several wrappers, including UCITS funds, dedicated funds, AMCs, certificates, TRS, notes and advisory mandates.
- Liquidity first.
- Transparency.
- Risk-controlled implementation.
- Scalability.
- Open architecture.
- Portfolio construction discipline.
- Business-driven product design.
The strength of the platform lies in its ability to transform investment ideas into liquid, transparent, risk-controlled and scalable investment solutions.
Portfolio Management & Implementation
Managing and implementing funds, mandates, AMCs and UCITS-compliant investment solutions.
This pillar represents the operational backbone of Quantalis. The team manages and implements investment solutions across multiple formats, including multi-asset funds, UCITS funds, dedicated funds, institutional mandates and AMCs. Quantalis ensures disciplined execution, portfolio implementation, rebalancing, guideline monitoring and coordination with Middle Office, Risk Management, Legal, Compliance and Investment Teams.
Tactical Investment Solutions
Structuring and implementing tactical strategies across equities, fixed income and multi-asset exposures.
Quantalis bridges the gap between investment views and investable tactical solutions. The team contributes to the design, calibration, structuring and implementation of tactical strategies that can be deployed through UCITS funds, AMCs, certificates, TRS, notes, managed indices or dedicated mandates.
- Tactical view definition.
- Strategy design.
- Index or portfolio construction.
- Counterparty selection.
- Legal and advisory framework.
- UCITS and risk validation.
- Implementation.
- Monitoring and rebalancing.
Quantalis bridges the gap between investment views and investable tactical solutions.
Systematic Liquid Alternatives
A liquid, transparent and scalable alternative investment offering built around overlays, volatility, convexity and structured product selection.
Overlay Solutions
Overlay solutions are designed to enhance the risk-return profile of portfolios through liquid, transparent and systematic strategies. They can combine volatility carry, tail risk protection, convexity engines, portfolio hedging and risk premia harvesting.
Structured Product Solutions
Quantalis can industrialise structured product selection into scalable and diversified investment solutions. The team can analyse payoffs, select products, build diversified baskets, monitor concentration risk and optimise the risk-return profile of structured product portfolios.
Volatility Control Offering
The Volatility Control framework aims to transform traditional asset allocation into a more disciplined and risk-controlled investment process. The framework relies on volatility targeting, dynamic allocation, risk budgeting and systematic rebalancing.
Tap a strategy to expand its one-pager. Figures are indicative and gross of fees, anonymised.
Carry— harvesting risk premia for steady incomeYTD +4.2%
Objective. Generate steady, low-volatility returns by systematically harvesting carry — volatility, dividend and credit risk premia — i.e. being paid for providing liquidity and insurance to the market.
Payoff. Positive carry accrues over time, largely independent of market direction. The main risk is a sharp reversal, which the Tail and Convexity sleeves are designed to offset.
Role in the portfolio. The income engine and return anchor of the book.
When it works. Works well when markets are calm or trending and volatility is contained; struggles when volatility spikes suddenly or in sharp risk-off moves.
Tail Hedge— convex protection for severe shocksYTD +2.4%
Objective. Provide a payoff in rare, severe market shocks, protecting the portfolio's downside — a systematic tail.
Payoff. A small ongoing premium in normal times, in exchange for a sharp positive payoff in crashes and volatility spikes — explicitly convex.
Role in the portfolio. The insurance sleeve: it lets the carry engine run with far less downside risk.
When it works. Works well when equities crash and volatility spikes; drags modestly in calm, rising markets (the cost of carrying protection).
Convexity— asymmetric participation with limited costYTD +8.8%
Objective. Capture large market moves with convexity — a payoff that accelerates in your favour — while limiting the cost when little happens.
Payoff. Non-linear: gains disproportionately in big moves, with downside bounded by the premium spent.
Role in the portfolio. The growth / convexity engine — the main driver of upside over the past year.
When it works. Works well when there are large directional moves or volatility expansion; struggles in range-bound, low-volatility grinds.
Dispersion— relative-value volatilityYTD +0.3%
Objective. Profit from dispersion — the gap between the volatility of an index and that of its individual constituents.
Payoff. Gains when single names move more than the index; loses when correlations rise and everything moves together.
Role in the portfolio. A diversifying, near-market-neutral sleeve with low correlation to the directional engines.
When it works. Works well in idiosyncratic, high-dispersion markets; struggles when correlations spike in macro-driven sell-offs (as in the negative 3M/6M).
Multi-strategy— blended, all-weather SLA mandateYTD +5.3%
Objective. Combine Carry, Convexity, Tail and Dispersion into a single risk-controlled allocation, governed by a volatility-control overlay.
Payoff. A diversified return stream in which the sleeves offset one another — carry income, convex upside and tail protection together.
Role in the portfolio. The all-in-one expression of the platform — what a fund or mandate wrapper would hold.
When it works. Designed to perform across regimes; the volatility-control overlay scales risk up or down with the environment.
From Idea to Scalable Investment Solution
Quantalis operates as a full investment solutions platform, covering the entire value chain from investment idea generation to implementation, monitoring, reporting and scaling.
- Investment idea generation.
- Quantitative research and calibration.
- Portfolio construction.
- Structuring and wrapper selection.
- Legal, Risk and Compliance validation.
- Implementation and execution.
- Monitoring, reporting and scaling.
- Lean and expert team.
- Repeatable frameworks.
- Strategies deployable across multiple wrappers.
- Portable investment logic.
- Strong implementation discipline.
- Ability to plug into an existing Asset Manager, Hedge Fund, Private Bank or Family Office infrastructure.
- Team-developed methodologies and implementation frameworks.
The underlying know-how is team-developed, portable and can be integrated into different institutional setups such as Asset Managers, Hedge Funds, Private Banks or Family Offices.
Revenue Potential & Operational Leverage
An interactive simulation of potential revenue across different AUM and fee assumptions. Adjust the inputs to explore operating leverage.
| Scenario | AUM | Average fee | Estimated annual revenue |
|---|---|---|---|
| Conservative Case | 500m | 35 bps | 1.75m |
| Base Case | 1bn | 50 bps | 5.0m |
| Upside Case | 2bn | 65 bps | 13.0m |
| Platform Case | 5bn | 40 bps | 20.0m |
- Client retention.
- Product differentiation.
- Cross-selling.
- Internalisation of investment know-how.
- Reduced dependency on external managers.
- Creation of team-developed investment solutions.
- Better control of implementation and risk.
- Ability to monetise investment views across multiple wrappers.
A compact expert team can generate significant operating leverage by deploying repeatable strategies across scalable investment wrappers.
Five years inside a leading Swiss institution
The figures and capabilities below reflect work the team has designed, implemented and run over the past five years within a leading Swiss institution — not a Quantalis track record. They evidence the team's expertise, and are shown indicative, gross of fees and strictly non-identifying: no fund name, ISIN or amounts.
- Core systematic carry strategies established, with live performance and risk monitoring built in-house.
- Convexity and tail-hedge engines added; multi-counterparty execution framework.
- Extension to UCITS and AMC wrappers; real-time look-through risk across equities, volatility and credit.
- Proprietary scenario stress engine and rules-based hedge playbook for PM / CIO decisions.
- Today: 13 systematic strategies across 4 QIS families, deployed across 4 wrapper types and multiple counterparties.
Strategy performance — across QIS families
| Strategy (anonymised) | 1M | 3M | 6M | YTD |
|---|---|---|---|---|
| Equity Carry — excess vs cash | +0.76% | +1.65% | +3.43% | +2.16% |
| Equity Tech / Convexity — excess vs Nasdaq | +1.43% | +1.64% | +4.95% | +2.53% |
| Equity Dispersion — excess vs S&P | +2.04% | −4.04% | −1.94% | +0.33% |
| Convexity (certificate) | +5.25% | +6.85% | +12.35% | +8.83% |
| Carry (certificate) | +1.57% | +3.35% | +6.27% | +4.19% |
| Tail hedge (certificate) | +1.45% | −0.41% | +1.92% | +2.36% |
| Multi-strategy mandate | +2.72% | +4.82% | +4.99% | +5.29% |
- The same Carry, Convexity and Tail engines are redeployed across new wrappers and counterparties.
- Capacity grows by adding sleeves — AMC, UCITS, certificate or mandate — not by rebuilding the framework.
- Multi-counterparty by design: no single-provider bottleneck as assets scale.
- Repeatable product development: from investment idea to live strategy without bespoke infrastructure.
Proprietary monitoring & risk platform — built by the team over five years at a leading Swiss institution
Capabilities & operating evidence
- Full lifecycle ownership: idea → research → structuring → implementation → monitoring → reporting.
- Hands-on UCITS-aware implementation across funds, mandates and AMCs.
- Design and live operation of systematic overlays and volatility-control processes.
- Structured-product selection, payoff analysis and diversified basket construction.
- Proprietary monitoring tooling for performance, exposure, guidelines and risk.
- Daily portfolio implementation, rebalancing and execution coordination.
- Coordination with Middle Office, Risk, Legal and Compliance.
- Counterparty selection and legal/advisory framework setup.
- Automated, repeatable reporting at fund, mandate and strategy level.
The Team
Two senior investment professionals, currently in role. Full names and photos are revealed to vetted contacts after a short exchange.
This co-founder brings over 10 years investing in overlay strategies across asset management and wealth management. He combines multi-asset portfolio management, systematic and QIS strategies, volatility, tail-risk and convexity overlays, and structured-product design — turning investment ideas into scalable, liquid and risk-controlled solutions.
This co-founder brings 25+ years on derivatives markets within some of the largest asset- and wealth-management institutions. His expertise spans systematic and structured-product investing, overlay and volatility-control strategies, and the robust, scalable portfolio implementation and monitoring that underpins the Quantalis operating model.
- Complementary skill set.
- Lean and agile structure.
- Strong technical and operational expertise.
- Ability to operate across the full investment value chain.
- Portfolio management + structuring + execution + monitoring.
- Entrepreneurial mindset within an institutional framework.
Quantalis combines the agility of a specialised investment boutique with the governance and discipline required by institutional asset management.
See what a liquid overlay would do for your portfolio.
Bring your own track to the Portfolio Lab — privately, in your browser, nothing shared — and in a focused 30 minutes we'll show, on your numbers, how a liquid overlay sleeve could lift your risk-adjusted returns and cushion drawdowns. No obligation.
- ✓ A tailored read on how the overlay fits your existing book
- ✓ A live walk-through of the framework and the monitoring tooling
- ✓ The economics in plain numbers — fees, liquidity, capacity
Glossary
Plain-English definitions of the technical terms used across this deck.
Carry
The return earned simply from holding a position over time, independent of price direction — for example the premium collected for selling volatility, or an asset's yield. Systematic carry harvests such risk premia (volatility, credit, dividend) under disciplined risk limits.
Tail hedge
A protective position built to pay off in rare, severe market shocks (the “tails” of the return distribution) — typically out-of-the-money options that gain sharply in a crash, in exchange for a small ongoing premium.
Convexity
A non-linear payoff that accelerates in your favour as a move grows — gaining more than a straight-line position would. Convex strategies aim to capture large moves (up, or protective in a sell-off) while limiting the cost when little happens.
Structured product
A pre-packaged instrument whose payoff is engineered from derivatives (options, swaps) on an underlying, used to shape risk and return precisely — e.g. capped upside or buffered downside — within a single security.
Overlay
A layer of derivative positions added on top of an existing portfolio to adjust its risk — hedging equity exposure, adding convexity, managing duration — without disturbing the underlying holdings.
Volatility control
A rules-based process that scales exposure to target a stable level of risk: de-risking when volatility rises and re-risking when it falls, smoothing the return path.
QIS
Quantitative Investment Strategy — a systematic, rules-based strategy packaged by an investment bank that gives transparent, liquid access to a risk premium or trading style (carry, momentum, dispersion…) via an index.
Dispersion
A strategy that profits from the gap between the volatility of an index and that of its individual constituents — typically combining index options against single-name options.
UCITS
A European regulated fund framework offering daily liquidity, diversification rules and strong investor protection — the standard wrapper for liquid, regulated funds.
AMC
Actively Managed Certificate — a securitised wrapper that turns an actively managed strategy into a single tradable instrument (with an ISIN), enabling efficient, transparent deployment across clients.
Drawdown
The peak-to-trough decline of a strategy over a period; “max drawdown” is the worst such fall and a key measure of downside risk.
Sharpe ratio
Return earned per unit of risk — excess return over cash divided by volatility. Higher is better, and it lets strategies of different risk levels be compared on a level footing.
Beta & correlation
Beta measures how much a strategy moves with a given market (e.g. equities); correlation measures how closely they move together. Low values indicate genuine diversification.
Delta
The sensitivity of a position's value to a one-unit move in the underlying — the first-order measure of directional exposure, used to size and hedge books.
Notional
The reference size of a derivative contract on which payoffs are calculated — distinct from the (usually much smaller) capital or premium actually at risk.
Portfolio Lab
Blend the three SLA engines, then drop in your own track to see the combined risk and return. Everything runs in your browser — nothing is uploaded.
Paste or upload your Date, NAV series (one row per period, e.g. 2024-01-31,100.0). Computation stays local to your browser — nothing leaves your device.