# QISFund — full reference digest > Machine-readable digest of every document on qisfund.com. Generated at build time from the pages themselves; the canonical source of each section is the URL given above it. Revision: 2026-07-27 · Build: 9.1 · Licence: cite the canonical URL. --- ## QISFund — the capital layer URL: https://qisfund.com/ Document ID: QIS-F-000 · Type: hub Topics: Quantitative investment strategies, Market structure, Systematic investing The reference platform for quantitative investment strategies (QIS): strategy taxonomy, canonical definitions, market structure, and the AI-native future of systematic investing. - Agent generates strategy. Fund deploys capital. Trust governs execution. - QIS is the live vocabulary of institutional systematic investing. - The canonical references. - One disciplined briefing. No noise. --- ## The QIS glossary URL: https://qisfund.com/glossary/ Document ID: QIS-F-300 · Type: reference Topics: Definitions, Quantitative investment strategies, Vocabulary Canonical definitions for quantitative investment strategies: risk premia, carry, volatility risk premium, crisis alpha, model drift, kill criteria, and the vocabulary of AI-native systematic finance. --- ## What QIS means URL: https://qisfund.com/qis Document ID: QIS-F-101 · Type: reference Topics: Quantitative investment strategies, Definitions, Quantum information science QIS has two institutional meanings: Quantitative Investment Strategies in finance ($8.5B in 2025 bank revenue, $1T+ exposures projected by 2028) and Quantum Information Science in research. The canonical cross-industry reference. - Quantitative Investment Strategies - Quantum Information Science - AI-native QIS --- ## The QIS strategy taxonomy URL: https://qisfund.com/strategies/ Document ID: QIS-F-200 · Type: index Topics: Strategy taxonomy, Risk premia, Systematic investing The institutional map of quantitative investment strategies: trend following, carry, volatility risk premia, equity style premia, defensive overlays, and multi-asset portfolio construction. --- ## The QIS knowledge graph URL: https://qisfund.com/graph/ Document ID: QIS-F-400 · Type: utility Topics: Ontology, Knowledge graph, Quantitative investment strategies An interactive map of the QIS Ecosystem: every reference document across QISFund, QISAgent, and QISTrust, the concepts that connect them, and the machine-readable ontology behind them. Published as open JSON at /api/graph.json. - Every document, by layer. - The concepts that connect them. - The ontology is the product. --- ## Carry strategies URL: https://qisfund.com/strategies/carry Document ID: QIS-F-202 · Type: article Topics: Carry, FX, Rates, Risk premia Harvesting the yield differential between assets — FX carry, rates carry, commodity roll, and volatility carry — compensation for bearing downside and liquidity risk. - Definition - Economic rationale - How dealers package it - Behavior and role in a portfolio - Key risks and governance notes --- ## Defensive overlays URL: https://qisfund.com/strategies/defensive-overlays Document ID: QIS-F-205 · Type: article Topics: Hedging, Tail risk, Volatility targeting Rules-based protection: tail hedges, dynamic de-risking, and responsive overlay strategies that convert hedging from a discretionary decision into a systematic program. - Definition - Why institutions buy protection systematically - How dealers package it - Behavior and role in a portfolio - Key risks and governance notes --- ## Equity style premia URL: https://qisfund.com/strategies/equity-style-premia Document ID: QIS-F-204 · Type: article Topics: Equity factors, Value, Quality, Equity Cross-sectional factor strategies — value, momentum, quality, low volatility, size — the academic core of systematic equity investing, long/short or long-only tilted. - Definition - Economic rationale - How dealers and managers package it - Behavior and role in a portfolio - Key risks and governance notes --- ## Multi-asset construction URL: https://qisfund.com/strategies/multi-asset-portfolios Document ID: QIS-F-206 · Type: article Topics: Portfolio construction, Risk parity, Multi-asset The assembly layer: risk parity, vol-targeting, and cross-asset QIS portfolios that combine sleeves into a single allocatable vehicle with defined risk mechanics. - Definition - Economic rationale - How dealers package it - Behavior and role in a portfolio - Key risks and governance notes --- ## Trend following & time-series momentum URL: https://qisfund.com/strategies/trend-following Document ID: QIS-F-201 · Type: article Topics: Trend, Momentum, Managed futures, Crisis alpha Systematic long/short positioning in the direction of recent price trends across futures and forwards — the oldest and most widely allocated systematic premium. - Definition - Why the premium is believed to exist - How dealers package it - Behavior and role in a portfolio - Key risks and governance notes --- ## Volatility risk premia URL: https://qisfund.com/strategies/volatility-risk-premia Document ID: QIS-F-203 · Type: article Topics: Volatility, Options, Risk premia, Dispersion Systematically selling insurance — harvesting the persistent gap between implied and realized volatility — and its long-volatility mirror image. - Definition - Economic rationale - How dealers package it - Behavior and role in a portfolio - Key risks and governance notes --- ## The Signals briefing URL: https://qisfund.com/signals/ Document ID: QIS-F-500 · Type: utility Topics: Newsletter, Research A disciplined briefing on quantitative investment strategies, agentic tooling, and governance standards. For allocators, structurers, and quantitative researchers. - What each issue covers - Reaching this audience. --- ## Editorial standards URL: https://qisfund.com/about Document ID: QIS-F-900 · Type: legal Topics: Editorial standards The editorial rules of the QIS Ecosystem: sourced figures, neutral descriptions, disclosed commercial relationships, no advice. - Principles - Scope - Contact --- ## Acquisition inquiries URL: https://qisfund.com/acquisition Document ID: QIS-F-910 · Type: legal Topics: Corporate QISAgent.com, QISFund.com, and QISTrust.com — a live, unified reference platform for quantitative investment strategies, offered as a single institutional digital asset. --- ## Sourced facts - Banks generated an estimated $8.5B of revenue from QIS in 2025 (BCG Expand, reported by IFR), up from roughly $4B in 2019. - Bank QIS-linked exposures are projected to pass $1 trillion by 2028 (BCG Expand). - JPMorgan reported crossing $100B in QIS notionals on its Strategic Indices platform in 2025 (Risk.net). - Dedicated QIS businesses are run by JPMorgan, Goldman Sachs, Deutsche Bank, Barclays, BNP Paribas, Societe Generale, RBC Capital Markets and Macquarie.