quantitative trading

COLLECTIVE INTELLIGENCE

Fasanara Quant is a fully quantitative multi-strategy multi-manager hedge fund that aims to generate superior returns through a unique portfolio of investment algorithms

Investment Objective

About Fasanara Quant

We offer a fully quantitative multi-strategy hedge fund constructed from our network of independent traders and researchers, managed by the Fasanara team.

Utilising Fasanara’s wealth of experience in establishing open ecosystems of technology platforms, we allocate capital to a selection of early-stage quant trading teams around the world, combining their collective intelligence to harvest persistent alpha.

Fasanara Quant Fund allows institutional investors access to a diversified portfolio of unique niche strategies run by undiscovered traders within the Fasanara network.

Investment Philosophy

The Open Quant Concept

The Open Quant Network is based on analysis that small-capacity emerging managers are the most capable of delivering outsized risk-adjusted returns. Most of our traders have limited capacity and are focused on niche situations that large funds can’t access.

Our sourcing and selection process is designed to identify high-calibre, under-the-radar portfolio managers with unique investment strategies. We have already onboarded and invested in dozens of systematic strategies around the world via the Fasanara Quant Fund.

If you’d like to join our quant network, please send an email to quant@fasanara.com with your research and results.

Trading Models

Open Quant Sub-Strategies

Equity Futures

Systematic trading strategies for equity indices on a low-to-mid-frequency basis via futures contracts. These alpha-generating models combine short-term mean reversion with long-term trend-following signals based on behavioural finance.

Options Trading

Strategies for trading the SP500 option gamma in conditions where sudden sell-offs occur. Trading signals are generated by a proprietary rule-based algorithm that creates optionality and convexity without burning premium ex-ante.

Equity Arbitrage

Data-driven models utilizing an array of intraday algos using ML techniques. Models fed with price, fundamental, and alternative data to identify price movements and take advantage of predictable fluctuations in the equity market, capturing alpha.

Volatility Arbitrage

Models with sophisticated solutions seek to gain volatility premiums while remaining hedged by concurrently being long and short on volatility futures contracts. Utilization of algorithms to predict market movements based on historical and implied volatility across equity indices.

Commodities

Strategies that systematically exploit inefficiencies in the commodities markets. Quantitative models that generate signals in softs, energy, and metals to calculate aggregate long/short positions, along with the use of complex and liquid spread strategies.

Digital Assets

Machine learning expertise applied to various digital assets markets to forecast returns and converting model predictions into trades. Quantitative arbitrage model predictions which tend to be based off recurring crypto native structural idiosyncratic inefficiencies in the market.

Risk Management

SYSTEMATIC INVESTMENT PROCESS

Fasanara Quant investment process is systematic and scientific, generating sets of robust trading strategies. We are continuously analysing trends to identify market regimes and employ the best-performing strategies for each environment.

We apply the Flexible Asset Allocation approach, ranking our models based on several relevant metrics. Our risk management team operates within a process-oriented framework, maintaining rigid risk limits. All trading models in the portfolio are monitored in real time for a variety of risk factors, including position limits, absolute-loss thresholds, correlations, volatility, value-at-risk, liquidity and margin requirements.

Fasanara Capital is a leading institutional asset manager and a fintech investing pioneer

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London W1S 2RX