This report outlines how quantitative investing strategies—especially trend following and mean reversion—can unlock alpha in digital asset markets. Two Prime leverages systematic, algorithm-driven trading to minimize emotional decision-making and enhance portfolio performance across volatile regimes. Quant strategies analyze historical data, market structure, and behavioral signals to identify repeatable edge, using tools like moving averages, ATR, and sentiment analysis. The paper emphasizes the importance of risk management, alpha stacking, and continuous innovation in a space where edge deteriorates quickly. As crypto markets evolve, algorithmic investing provides institutions with disciplined, data-backed exposure that reduces drawdowns and optimizes return per unit of risk.