Research
Research and development is at the core of Fusion's business and proprietary strategies form the basis of all our products and services.
Fusion has developed and implemented numerous innovative stratagies including:
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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 (
SAFe)
Investment in the Future
Fusion has initiated a study program "Methods of Physics in Economic Modelling", at the Physics Department of St Petersburg University. The aim is to nurture a new generation of quantitative investment professionals.
FUSION Asset Management LLP working papers
