Global Multi-Asset
Tracks the entire investable global market — stocks, bonds, and real assets across all geographies — at market-cap weights. The broadest possible diversification in a single, low-cost, passive strategy.
System Initializing
Access structured strategies, alternative assets designed for investors seeking growth and diversification.
Most of the investment industry is built on a promise the evidence does not support: that someone, somewhere, can reliably beat the market. After fees, most active managers lose to the market they are trying to beat. Sixty years of peer-reviewed research has been clear on this. Trillions of dollars still chase the promise anyway.
Quantor was founded on a different premise. The same research that disproves traditional active management points to something better. Own the global market broadly and at low cost. Take the kinds of risk that markets actually reward. Use derivatives, factors, and leverage with discipline, where the math supports them. Then let compounding do the work.
We have built six strategies around that idea, from a globally diversified core portfolio to a tax-efficient borrowing facility. Each one is grounded in published research. Each is transparent enough to explain in a single conversation. No black boxes. Ever.
Six distinct strategies built on evidence, discipline, and low cost, each designed for a specific investment objective.
Tracks the entire investable global market — stocks, bonds, and real assets across all geographies — at market-cap weights. The broadest possible diversification in a single, low-cost, passive strategy.
A globally diversified portfolio spanning equities, bonds, REITs, and commodities — volatility-weighted and systematically rebalanced. Designed to maximize diversification while targeting equity-type expected returns.
Invests in the world's 500 largest publicly-traded companies across all sectors and geographies. A transparent, low-cost way to access global economic growth with built-in international diversification.
A globally diversified portfolio spanning equities, bonds, REITs, and commodities — volatility-weighted and systematically rebalanced. Designed to maximize diversification while targeting equity-type expected returns.
Generates monthly income by shorting put spreads on the S&P 500 index and investing in T-Bills. Designed for investors seeking consistent cash flow with a defined downside structure and favorable tax treatment.
A synthetic borrowing strategy using SPX options on the CBOE that allows investors to access liquidity from appreciated portfolios without selling — with borrowing costs classified as a Section 1256 capital loss.
We use AES-256 encryption, cold storage for 95% of crypto assets, and multi-signature wallets.
Low-latency matching engine ensures you get the price you see.
Our leadership combines decades of experience in traditional hedge funds, blockchain security, and quantitative research.
Co-Founder & Managing Principle Founder. Quantum Leap Capital Management (Hedge Fund) Former Vice President, Citigroup Private Bank overseeing more than $2billion in AUM B.A. The University of Texas at Austin
Cybersecurity architect with over 15 years specializing in distributed ledger technology and high-performance matching engines.
PhD in Quantitative Finance, Dr. Thorne oversees our algorithmic model development and institutional risk management protocols.
Leading our legal and regulatory frameworks, Sarah ensures every aspect of the Quantor Capital ecosystem complies with international financial standards and SEC guidelines.
Direct feedback from institutional partners and private investors utilizing our liquidity and algorithmic ecosystems.