The Premier Event for Quantitative Investment Thought Leaders
Alessandro Balata
Portfolio Manager Fasanara Digital
Alessandro is a Partner and Portfolio Manager at Fasanara Digital, the crypto division of London-based Fasanara Capital—a USD 4.5 billion hedge fund. Since co-founding Fasanara Digital in 2018, he has spearheaded the firm's operations and risk management, and contributed to the development of the trading strategies, helping Fasanara Digital establish itself as one of the industry’s best-performing digital asset managers. Alessandro is a frequent speaker at leading digital asset conferences and holds a PhD in Applied Mathematics and Stochastic Control from the University of Leeds, where he also completed a Master’s degree in Financial Mathematics.
Day 1: 14 October
5:00 PM PANEL DISCUSSION: Systematic strategies in Digital Assets: Navigating volatility, liquidity, and opportunity
As digital assets mature beyond the hype cycle, a growing number of institutional investors are exploring systematic strategies to manage volatility and capture alpha in an inherently fragmented, fast-moving market.
Panel Questions:
1. Can you elaborate on how you are developing the end-to-end architecture of a long/short quant crypto strategy—using fundamental and systematic analysis and CTA models and trading them systematically with quant models?
2. In the context of a multi-strategy, institutional-grade digital asset fund that blends internal systematic strategies with external manager allocations, how do you approach portfolio construction and dynamic capital allocation across a diverse set of models and trading styles?
3. What frameworks or technologies enable you to optimize risk-adjusted returns while managing cross-strategy correlation in a volatile and fragmented market?
Check out the incredible speaker line-up to see who will be joining Alessandro.
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