Marco Ferraro
Head of Quantitative Research · Fazen Capital
12+ years in systematic trading. Ex-buy-side quant focused on XAUUSD, DXY correlation, and intermarket order-flow analysis. Leads quantitative research at Fazen Capital and authors the technical content across the firm's trader education library.
Areas of expertise
Domain focus and the methodologies used in published research.
Systematic Trading
Rule-based execution frameworks across forex, indices, and commodities. Backtested, walk-forward validated, and stress-tested across multiple market regimes.
Algorithmic Research
Statistical edge discovery via correlation analysis, regime detection, and intermarket signals. Focus on XAUUSD-DXY dynamics and order-flow microstructure.
Risk Management
Position sizing models, drawdown recovery math, and exposure controls for retail traders deploying institutional-grade algorithms.
Trader Education
Pillar content on Fazen Capital covering practical trading setups, indicator validation, and money-management discipline.
Recent published research
Selected analyses from the Fazen Capital education library.
- Global energy watchdog warns oil stockpiles ‘rapidly depleting’ – as it happened
- Forex VPS Latency Cuts Trades by Milliseconds
- Position Size Formula Converts 1% Risk to Exact Lots
- VWAP Bands Strategy: How Standard Deviation Defines Stretch
- DAX vs Nasdaq Trading: How Index Opens Differ
- London New York Overlap Hits 4-Hour Peak Volatility
Editorial standards
Every piece of research is grounded in verifiable data: historical price series, correlation coefficients computed against named lookback windows, and execution mechanics drawn from real broker behavior — not generic textbook abstraction.
Trading setups are illustrated with specific entry, stop, and target logic rather than vague directional bias. Where statistical claims are made (e.g. correlation coefficients, win-rate ranges, drawdown math), the methodology and timeframe are stated inline.
Articles are reviewed periodically and the “Last reviewed” date is displayed on every piece. When market conditions invalidate a previously published thesis, the article is updated or retracted — never silently left in place.
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