Outsourced CIO for Volatility-Driven Alpha
Quantoshi Emerald: Proof of Our Data Engine's Power
For family offices, institutions, and treasuries seeking uncorrelated BTC-denominated yield with managed downside, Quantoshi delivers what the crypto industry has failed to provide.
The Institutional Painkiller
Uncorrelated Performance
Returns generated from volatility, not market direction. Works across bull, bear, chop, and deleveraging events.
Configurable Risk
Define hard risk limits and maximum drawdowns (2%, 5%, 10%, 15%). System enforces them automatically.
Backtest = Live
Our proprietary data engine streams historical tick data "as if live," producing identical behavior. Zero overfitting.
Proprietary Data Engine
We ingest full tick-by-tick tape data into our proprietary framework. This technology is the core of our edge.
12 Independent Strategies
Six long, six short, all operating on different volatility signatures. Portfolio adapts automatically to regime shifts.
A New Category: Volatility-Driven, Regime-Agnostic Quant Strategies
Portfolio Integration
Completely Uncorrelated
Our algo is correlated only to volatility, not to market direction and not to any other quant or discretionary managers you allocate to.
Full Portfolio Overlay
We can run a full analysis showing precisely how adding Quantoshi improves Sharpe, Sortino, volatility, and tail risk for your specific portfolio.
Why Now?
Market Shift
Directional macro cycles are increasingly unreliable. Volatility is now the only consistent, repeatable return driver.
Institutional Wave
BTC is becoming essential to the new global financial system. Family offices and treasuries will seek BTC-denominated yield with managed downside.
Early Allocator Advantage
As demand rises, access will naturally tighten. We anticipate evolving toward a closed, Medallion-style structure over time.