Fasanara is a firm believer in open ecosystems and collaborative organizations, where we link together the leading academic institutions and research groups to broaden our boundaries and establish superior understanding, better data and processing power.
The expertise of our Investment Team spans a wide array of asset classes. Fasanara’s unique and sophisticated investment approach allows for greater independence and flexibility, promptly responding to opportunities as they arise.
Fasanara utilizes a pro-active risk management toll, built as a Complexity Based Systemic Risk Alert. This indicator spot small-scale market drops. The idea behind is that any major market crash will begin as a small market drop. Every crash will go through the check-point of a failed Buy-The-Dip, inevitably. Using this model, we are able to automatically reduce our risk exposure when a higher probability of a relevant market drawdown is indicated by our models (MORE).
We are strong believers of a quantitative approach. Through the use of the latest advances in machine learning, and by operating with large datasets, we are constantly refining and enhancing the predictive power of our investment strategies. Guided by a scientific approach, we devise strategies that take inspiration from economic hypotheses and behaviour finance.
Our data-driven research is based on rigorous mathematical techniques which seek to identify statistically significant and persistent patterns in the data. Fasanara’s proprietary algorithms combine the use of stocks, volatility, options and global equity indices, with a holding period of 1-5 days, allowing us to offer daily liquidity via our UCITS fund.