Executive Summary
Executive Summary

Quantalis — Tactical Asset Management & Overlay Solutions

A scalable and exportable investment solutions platform combining portfolio management, structuring, implementation and systematic liquid alternatives.

Hedge-fund-grade overlay and tactical technology — engineered for a liquid, transparent, UCITS world.
3
Pillars — portfolio management, tactical solutions, systematic liquid alternatives
7
Repeatable steps from investment idea to scalable, monitored solution
7+
Wrappers covered — UCITS, AMCs, certificates, TRS, notes, managed indices, mandates

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.

Multi-Asset
Portfolio Management
UCITS / AMC
Mandates Implementation
Tactical
Investment Solutions
Liquid Alts
Systematic Strategies
Overlay
& Volatility Control
IB Structuring
Counterparty Network
Scalable
Business Model
Exportable
Team Framework
Why it matters
  • 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.
Philosophy

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.

The value chain
Idea
Research
Structuring
Implementation
Monitoring
Reporting
Scaling
Core principles
  1. Liquidity first.
  2. Transparency.
  3. Risk-controlled implementation.
  4. Scalability.
  5. Open architecture.
  6. Portfolio construction discipline.
  7. Business-driven product design.
Platform DNA

The strength of the platform lies in its ability to transform investment ideas into liquid, transparent, risk-controlled and scalable investment solutions.

Pillar I

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.

What Quantalis delivers
Portfolio implementation Order management Execution coordination Fund guideline monitoring UCITS-aware implementation Multi-wrapper portfolio management Investment governance Operational reliability
Implementation workflow
Portfolio Decision
Compliance Check
Execution
Booking
Monitoring
Reporting
Pillar II

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.

Coverage
US Equity EU Equity US Fixed Income EU Fixed Income Multi-Asset Tactical Allocation
Potential wrappers
UCITS Funds AMCs Certificates TRS Notes Managed Indices Dedicated Mandates
Tactical solutions framework
  1. Tactical view definition.
  2. Strategy design.
  3. Index or portfolio construction.
  4. Counterparty selection.
  5. Legal and advisory framework.
  6. UCITS and risk validation.
  7. Implementation.
  8. Monitoring and rebalancing.
Key message

Quantalis bridges the gap between investment views and investable tactical solutions.

Pillar III

Systematic Liquid Alternatives

A liquid, transparent and scalable alternative investment offering built around overlays, volatility, convexity and structured product selection.

A

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.

Volatility Carry Tail Risk Convexity Portfolio Hedging Risk Premia Harvesting Downside Mitigation Crisis-Aware Portfolio Construction Liquid QIS / Derivatives Implementation
Carry Engine Tail Risk Engine Convexity Engine Adaptive Overlay Framework
B

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.

AMC Structured Products Structured Product Selection Payoff Analysis Diversified Baskets Risk / Reward Optimisation Concentration Monitoring Open Architecture Multi-Counterparty Framework
C

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.

Multi Asset Control Volatility Targeting Dynamic Allocation Risk Budgeting Systematic Rebalancing De-risking when volatility rises Re-risking when volatility normalises Institutional & Private Banking Use Cases
Volatility ↑ → De-risk Volatility ↓ → Re-risk Market volatility Portfolio exposure time →
Market volatility ↑
Risk Reduction
Market volatility ↓
Re-risking / Participation
Operating Model

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.

The seven steps
  1. Investment idea generation.
  2. Quantitative research and calibration.
  3. Portfolio construction.
  4. Structuring and wrapper selection.
  5. Legal, Risk and Compliance validation.
  6. Implementation and execution.
  7. Monitoring, reporting and scaling.
Why this model is exportable
  • 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.
Exportability

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.

Business Case

Revenue Potential & Operational Leverage

An interactive simulation of potential revenue across different AUM and fee assumptions. Adjust the inputs to explore operating leverage.

Assumptions
Estimated economics
Annual gross revenue
Monthly gross revenue
Net after team cost
Revenue / strategy
Revenue / wrapper
Operating margin
Revenue sharing amount
Indicative scenarios

Tap a scenario to load it into the simulator above.

ScenarioAUMAverage feeEstimated annual revenue
Conservative Case500m35 bps1.75m
Base Case1bn50 bps5.0m
Upside Case2bn65 bps13.0m
Platform Case5bn40 bps20.0m
Figures are indicative simulations only and should not be interpreted as guaranteed projections.
Additional business value
  • 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.
Operating leverage

A compact expert team can generate significant operating leverage by deploying repeatable strategies across scalable investment wrappers.

Track record & experience

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.

Five-year build-out — realisations & platform growth
  1. Core systematic carry strategies established, with live performance and risk monitoring built in-house.
  2. Convexity and tail-hedge engines added; multi-counterparty execution framework.
  3. Extension to UCITS and AMC wrappers; real-time look-through risk across equities, volatility and credit.
  4. Proprietary scenario stress engine and rules-based hedge playbook for PM / CIO decisions.
  5. Today: 13 systematic strategies across 4 QIS families, deployed across 4 wrapper types and multiple counterparties.
→ 13
Strategies built out over 5 years
→ 4
QIS families developed
→ 4
Wrapper types deployed
Multiple
Counterparties onboarded
Growth is shown through platform scope (strategies, families, wrappers) — absolute AUM is deliberately excluded from external materials. Build-out steps are editable: confirm the exact sequence and years. A relative / indexed AUM growth can be added here only if cleared for external use.
Indexed performance (base 100)
100105110115Portfolio +15.8%USD Cash +3.5%07/2506/26
Most recent year of the team's five-year track record at a leading Swiss institution, indexed to 100 vs USD cash (indicative, gross of fees). Allocation: Carry 40% · Convex 36% · Tail Hedge 24% (invested).
Performance & risk ratios
+15.8%
Return (1Y, gross)
+12.3%
Excess vs USD cash (1Y)
3.8%
Annualised volatility (260d)
−4.0%
Max drawdown (1Y)
≈ 3.2
Sharpe (indicative)
+50%
5-year track record (cumulative, gross)
85%
Positive months
0.1 – 0.3
Correlation to equities
Activity
13
Systematic strategies live
4
QIS families (Carry, Dispersion, Tech, Certificate)
4
Wrapper types: AMC, UCITS, certificate, mandate
Multiple
Investment-bank counterparties
Figures indicative and gross of fees, derived from internal monitoring (relative / indexed only — no fund name, ISIN or AUM). The curve shape is approximated from the source chart; send the exact monthly NAV series to render it precisely and to add % positive months and correlations.
Strategy performance — across QIS families
Strategy (anonymised)1M3M6MYTD
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%
Excess returns vs benchmarks and strategy returns, anonymised — indicative, gross of fees. Product names, tickers and ISINs removed.
Scalability — capacity to absorb growth
  • 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
Live look-through risk
Real-time equity, volatility and credit delta exposures aggregated at portfolio level.
Multi-engine attribution
Carry, convexity and tail performance, contribution and weights, computed live.
Excess-return monitoring
Per-strategy excess vs benchmarks across MTD, 1M, 3M, 6M and YTD.
Performance & drawdown analytics
Live, backtest and custom periods, indexed vs cash, with a dedicated drawdown analyzer.
Rules-based hedge playbook
Scenario-driven overlays (equity shock, credit stress, growth shock, melt-up) with triggers, target impact and premium budget.
Scenario P&L / stress engine
Interactive stress testing on weighted delta exposures, producing an indicative hedge ticket for PM / CIO decisions.
Reallocation playbook
Translates technical triggers into suggested actions, sizing and rationale.
Instrument-level analytics
Per-instrument performance vs benchmark and equity-risk composition across the book.
Developed by the team over five years at a leading Swiss institution, run daily on live positions, and wrapper- and counterparty-agnostic — the know-how is portable to a new platform.
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.
Methodology & disclaimer. Figures are indicative and gross of fees, derived from internal monitoring during the team's role at a leading Swiss institution. They are anonymised — no fund name, ISIN or AUM — and shown in relative / indexed terms. Past performance is not indicative of future results. This material is for discussion purposes only and does not constitute an offer, solicitation or investment advice.
Team

The Team

AC
Alexandre Campana
Portfolio Manager — Tactical Asset Management & Overlay Solutions

Alexandre Campana combines multi-asset portfolio management, systematic investment strategies, QIS, overlays and structuring expertise. His focus is to transform investment ideas into scalable, liquid and risk-controlled investment solutions.

5+ yrs · leading Swiss institution Multi-asset PM QIS & systematic Volatility carry Tail risk & convexity overlays Tactical solutions Structured products UCITS implementation AMC & fund structuring IB coordination Business development
MU
Mathieu Ullmann
Portfolio Manager — Tactical Asset Management & Overlay Solutions

Mathieu Ullmann contributes strong portfolio implementation, monitoring and operational expertise across funds, mandates and tactical investment solutions. His role strengthens the robustness and scalability of the Quantalis operating model.

5+ yrs · leading Swiss institution Portfolio implementation Multi-asset management Fund & mandate management Tactical implementation Operational monitoring Investment process coordination Risk & guideline monitoring Execution workflow
Why the team works
  • 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.
In one sentence

Quantalis combines the agility of a specialised investment boutique with the governance and discipline required by institutional asset management.

Let's talk

Curious how this would work inside your platform?

In a focused 30-minute demo we'll walk you through the framework, the live monitoring tooling and the economics — and explore how it could plug into your setup.

or email contact@quantalis.com
Booking link: https://calendly.com/your-handle/30min