Scenarios

At a time in which bonds are no longer bonds but rather tax bills, and equities are as expensive as washing machines going on auction at 50 thousand dollars, what role is left to play for us rationale investors?

At a time when machines dominate 90% of daily trading flows, are pitted against other machines to extrapolate a non-existent alpha, and a passive or quasi-passive true nature infected most brands of investing, what role is left to play for us humans?

RECENT & UPCOMING EVENTS

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

Our Outlooks, Cookies and Scenarios on the market 

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?
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
Cookies | Mar 2017
OIL: a weak present and no future
Cookies | Dec 2016
OIL: Today's upside sowing the seeds of tomorrow's new lows
Scenarios | Jun 2016
The Market Economy In 2020. The Emergence of a New Monetary Orthodoxy
Show More
 

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

Sep20. N@ked Short Club
Market fragility and non-linearity.
Jul20. N@ked Short Club
The "Fugazi Markets’’.
Jul20. Resonance FM
Crypto Assets.
Jun20. Icon Holdings
Digital currencies and innovation.
May20. Speaking to Legends
Outlook on the industry.
Apr20. N@ked Short Club
Negative on equity, Positive on credit.
Feb20. MacroVoices
Complexity-Based Systemic Risk Alerts.
Nov19. Quant Conference
Debate on “Systematic vs Discretionary”
Feb19. MacroVoices
Complex dynamic systems.
Show More

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

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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

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Fasanara Capital Ltd

2019

 

40 New Bond Street, London W1S 2RX

Tel: 0203-430-2482

Email: investors@fasanara.com

 

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