Fasanara Capital

Scenarios

The Market Economy In 2025: A Visualization Exercise

Emergence of New Capital Markets. To any market participant who has been more than 10 years in activity, financial markets are unrecognisable, lampooning the laws of physics...

RECENT & UPCOMING EVENTS

The Quant Conference

Fasanara joins the The Quant Conference - educational forum to debate current trends in the cutting-edge field of quantitative finance.

04 Nov 2020

GAIM

Fasanara Capital will join the GAIM Virtual Online Conference for Alternative Investment, to debate "the Future of Quant in the New Reality".

27 Oct 2020

Online Investing Summit

Fasanara joins The Best Investing Tools & Techniques Summit. Insights from the deep expertise of speakers, specializing in quantitative finance and neuroscience.

30 Sep 2020

N@ked Short Club

Fasanara discusses the unreliability of asset prices. Tech stocks, market intervention. Incidental triggers for a big market correction. Non-linearity, Risk-Parity and fake markets.

21 Sep 2020

Iconic Holding

Fasanara joined Blockchat to discuss: digital currencies, innovation, capital market vs. real economy, market volatility, flash crashes, complexity-based risk, and monetary policy.

24 Jun 2020

MacroVoices

We discuss the Cockpit of Complexity-Based Systemic Risk Alerts of Fasanara. We also discuss the 'nocebo effect' of enduring negative interest rates.

27 Feb 2020

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Fasanara Capital is an independent, owner-managed alternative asset management company authorized and regulated by the Financial Conduct Authority. Co-founded by CEO Francesco Filia in 2011, Fasanara is based in London with alliance offices in Milan.

Fasanara Capital

We offer access to a range of inventive multi-asset capacity-constrained niche products. Fasanara's unorthodox portfolio construction and unconventional investment strategy is a response to today’s transformational markets.

Quantitative Fintech Investment Company

Insights

Insights from the team

Our Outlooks, Cookies and Scenarios on the market

Scenarios | Oct 2020

The Market Economy In 2025: A Visualization Exercise

Cookies | Feb 2020

Helping Blind Navigation In Broken Markets: The Cockpit Of Complexity-Based Systemic Risk Alerts.

Scenarios | Oct 2019

How To Navigate The Cliff Edge In Markets

Outlooks | Aug 2019

Transformational Markets: History Being Made

Scenarios | Apr 2019

Cascade Effects In Modern Undiversified Passive Markets

Outlooks | Jan 2019

A Glimpse At 2019

Cookies | Nov 2018

How To Measure The Proximity To A Market Crash: Introducing System Resilience Indicators (‘SRI’)

Cookies | Sep 2018

Twin Bubbles: How Stretched?

E-Book | Aug 2018

Financial Complexity & Nonlinear Dynamics

Cookies | Feb 2018

The Market System Is Tight In All Directions

Cookies | Jul 2017

How Bad a Damage If Volatility Rises: The Bear Trap of Short Vol ETFs

Scenarios | Jun 2016

The Market Economy In 2020. The Emergence of a New Monetary Orthodoxy

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Investors Calls

Please find videos and slide deck of our latest investor call

Market Fragility Part I

Download the Presentation

Oct 2017

Market Fragility Part II

Download the Presentation

May 2018

Podcasts

Nov20. Quant Conference.

The Age of Quant.

Sep20. N@ked Short Club

Market fragility and non-linearity.

Sep20. Online Summit

Unorthodox Portfolios.

Jul20. N@ked Short Club

The "Fugazi Markets’’.

May20. Speaking to Legends

Outlook on the industry.

Apr20. N@ked Short Club

Negative on equity, Positive on credit.

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Media

HFM EuroHedge

A handful of quant hedge funds have gained during this year's pandemic-hit markets from a mix of “complexity theory-based algorithms” and traditional linear market analysis.

Jul 2020

Bloomberg

Stability is destabilizing - it’s exactly after long periods of low volatility that you get systemic risk. The VIX exploded all of a sudden like an earthquake.

March 2020

Sky News

Nocebo effect of negative rates has deterred investors: central banks around the world have over done negative and sub-zero interest rates and have deterred investors from investing.

December 2019