quantitative trading
COLLECTIVE INTELLIGENCE
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.
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.
SYSTEMATIC INVESTMENT PROCESS
Fasanara Quant employs a scientific approach to selecting robust trading strategies. Using the Flexible Asset Allocation concept, we rank trading models based on historical returns, volatility, correlation, and other key metrics. By combining Alpha Stacking with the Efficient Frontier, we optimize risk allocation to enhance the fund's performance and resilience.
Our risk management team operates within a process-oriented framework, enforcing strict risk limits. All trading models in the portfolio are monitored in real time for various risk factors, including position limits, correlations, volatility, value-at-risk, liquidity, and margin requirements. The Open Quant Fund was developed based on the concept of a Risk Mitigator Strategy, designed to provide defensive features that complement an investor’s portfolio.
