Research
In constantly striving to achieve excellence, Fusion Asset Management has a record of investment in quality staff, state of the art systems and research projects.
During our five year history we have introduced several investment strategies and products that have been acclaimed by the wider investment community.
Our relatively small size allows us to be dynamic in producing innovative solutions. Here are few examples that have proved successful:
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Curve trading through options on long-dated CDS
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Macro capital arbitrage (
CRR) approach to hedging loan portfolios
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Short-dated hybrid FX-Credit sovereign CDO structures
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Options on variance swaps with partial barriers on variance
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Shock Absorber Fees (
SAF)
Our wide range of analytical tools, continuous research process and efficient implementation allow Fusion Asset Management to adapt to changing market conditions and evolving investor demand.
With an eye on the future of the firm, Fusion Asset Management has initiated a study program entitled "Methods of Physics in Economic Modelling" at the Physics Department of St Petersburg University. We hope that the program will develop a new generation of quantitative investment professionals.
FUSION Asset Management LLP working papers
