Open Quant
Multi Manager Platform
Quant Network
Leveraging Fasanara’s leadership and expertise in sourcing, onboarding, and managing innovative trading models through an integrated technology platform, Fasanara Quant allocates institutional capital to a range of niche strategies managed by independent emerging portfolio managers worldwide.
By combining a diverse set of alpha-oriented quantitative models, the Open Quant Fund systematically captures hard-to-access yet persistent sources of excess returns within a single, optimally leveraged portfolio.
Emerging Managers
The investment philosophy is based on empirical evidence that capacity-constrained, early-stage talented portfolio managers can significantly outperform more established managers due to several inherent factors. This philosophy is implemented through a quantitative investment process designed to deliver the following benefits:
Enhanced Returns: By combining multiple alpha sources, the portfolio captures a diverse range of uncrowded return streams, thereby increasing the potential for higher compounded returns.
Reduced Volatility: Diversification and strict risk limits applied to independent strategies help smooth overall portfolio performance, minimizing drawdowns and reducing volatility.
Resilience Across Market Conditions: A dynamic allocation allows the fund to maintain strong performance across various market environments, leveraging the strengths of different strategies that can perform well under different conditions.
Systematic Investment Process
Fasanara Quant employs a scientific approach to selecting robust trading strategies. Using a Flexible Asset Allocation framework, we rank trading models based on historical returns, volatility, correlation, and other key risk metrics. By combining Alpha Stacking with the Efficient Frontier, we optimize risk allocation to enhance risk adjusted returns. Our risk management team operates within a process-oriented framework, continuously monitoring all trading models in the portfolio for various predefined risk factors.
The portfolio is composed of dozens of systematic strategies, split into four main strategy groups: Statistical Arbitrage, Relative Value, Option Structure and Directional Strategies. Capital is allocated to both internal and external portfolio managers ensuring strong alignment of interest across the platform.
Contact
As Open Quant continues to scale up, the Team continues to systematically screen new strategies and managers to allocate new capital. To be considered in the selection process for the Fasanara Quant Network, please reach out to: openquant@fasanara.com with your research and results.