About

QANTHOS was built by the trader who needed it.

I’m Michele Riefoli. I’ve been trading systematically for about ten years, and QANTHOS started as the tool I built for my own portfolios.

Before building it I bought several commercial tools and used each of them for months. They were all limited in the same two places: strategy analysis stopped at surface-level metrics, and portfolio work — allocation across strategies, correlation, what happens when several of them draw down at the same time — was an afterthought or missing entirely. The analysis I actually needed in order to decide what goes into production simply wasn’t there.

So I built it. QANTHOS comes from the problems every systematic trader runs into: figuring out which strategies are genuinely robust, how to allocate capital across them, and how not to get blindsided by a regime change. It wasn’t designed on a whiteboard by someone who never ran a multi-strategy portfolio in production.

Making it available to other systematic traders comes from a simple conviction: walk-forward discipline and anti-overfitting analysis shouldn’t be a luxury reserved for people working at a fund.

QANTHOS Lab is the company behind the software. QANTHOS is its first product — others will follow.

QANTHOS is currently in private beta. The product is still young and evolving, built with the same methodological rigor I ask of any strategy before putting it into production.