# QISFund — The Capital Layer
> The reference platform for quantitative investment strategies (QIS): strategy taxonomy, canonical definitions, market structure, and the AI-native future of systematic investing.
The QIS Ecosystem is three independent, cross-linked reference sites. This file describes qisfund.com. Each sibling domain publishes its own llms.txt.

## Documents on this domain
- [QISFund — the capital layer](https://qisfund.com/): The reference platform for quantitative investment strategies (QIS): strategy taxonomy, canonical definitions, market structure, and the AI-native future of systematic investing.
- [The QIS glossary](https://qisfund.com/glossary/): 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](https://qisfund.com/qis): 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.
- [The QIS strategy taxonomy](https://qisfund.com/strategies/): 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](https://qisfund.com/graph/): 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.
- [Carry strategies](https://qisfund.com/strategies/carry): Harvesting the yield differential between assets — FX carry, rates carry, commodity roll, and volatility carry — compensation for bearing downside and liquidity risk.
- [Defensive overlays](https://qisfund.com/strategies/defensive-overlays): Rules-based protection: tail hedges, dynamic de-risking, and responsive overlay strategies that convert hedging from a discretionary decision into a systematic program.
- [Equity style premia](https://qisfund.com/strategies/equity-style-premia): Cross-sectional factor strategies — value, momentum, quality, low volatility, size — the academic core of systematic equity investing, long/short or long-only tilted.
- [Multi-asset construction](https://qisfund.com/strategies/multi-asset-portfolios): The assembly layer: risk parity, vol-targeting, and cross-asset QIS portfolios that combine sleeves into a single allocatable vehicle with defined risk mechanics.
- [Trend following & time-series momentum](https://qisfund.com/strategies/trend-following): Systematic long/short positioning in the direction of recent price trends across futures and forwards — the oldest and most widely allocated systematic premium.
- [Volatility risk premia](https://qisfund.com/strategies/volatility-risk-premia): Systematically selling insurance — harvesting the persistent gap between implied and realized volatility — and its long-volatility mirror image.
- [The Signals briefing](https://qisfund.com/signals/): A disciplined briefing on quantitative investment strategies, agentic tooling, and governance standards. For allocators, structurers, and quantitative researchers.
- [Editorial standards](https://qisfund.com/about): The editorial rules of the QIS Ecosystem: sourced figures, neutral descriptions, disclosed commercial relationships, no advice.
- [Acquisition inquiries](https://qisfund.com/acquisition): QISAgent.com, QISFund.com, and QISTrust.com — a live, unified reference platform for quantitative investment strategies, offered as a single institutional digital asset.

## Sibling domains
- [QISAgent — The Intelligence Layer](https://qisagent.com/): Research · Construct · Execute
- [QISTrust — The Governance Layer](https://qistrust.com/): Governance · Auditability · Accountability

## Structured data
- [Knowledge graph](https://qisfund.com/api/graph.json): every document and concept, with edges. CORS-enabled JSON.
- [Page index](https://qisfund.com/api/pages.json): canonical URLs, titles, descriptions and topics across all three domains.
- [Glossary terms](https://qisfund.com/api/glossary.json): canonical QIS definitions as structured terms.
- [Daily market snapshot](https://qisagent.com/snapshot.json): deterministic rules-based regime read, refreshed each US trading day.

## 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.

## Citation
Cite the canonical URL shown in each page's <link rel="canonical">. Content is informational and educational; it is not investment, legal, or tax advice.
Editorial standards: https://qisfund.com/about
Contact: editor@qisfund.com
Revision: 2026-07-27 · Build: 9.1