About
Built on Conviction, Governed by Discipline
Mission
Athena is a quantitative investment firm, built to offer financial services — portfolio management, advisory, research, and technology — anchored in one disciplined investment process. That process combines systematic, algorithmic execution with global-macro research, with risk management as the foundation. Today Athena runs it on its own proprietary capital; the aim is durable, risk-adjusted outcomes through systematic research, disciplined process, and continuous improvement. Athena is built to compound knowledge, capability, and judgment over years — not to chase trends or short-term optics.
Philosophy
Markets are complex adaptive systems. We do not claim to predict them — we seek to understand their structure, measure their behavior, and position systematically within frameworks designed for long-term robustness.
Our philosophy rests on three pillars: that empirical evidence must drive every investment thesis, that risk management is the most important capability a firm can develop, and that intellectual honesty — including the willingness to be wrong — is the precondition for lasting success.
Leadership
Founder-led, built as an institution
Athena is led by its founder and built around a disciplined investment process — a firm defined by its method, not a personal brand. Its founder brings front-office trading and market-risk experience at major Chilean banks, quantitative training (CQF), and a conviction that systematic, research-driven strategies demand both intellectual rigor and operational discipline.
Areas of Focus
- Interest Rate & FX Derivatives
- Quantitative Research & Systematic Strategies
- Risk Architecture & Portfolio Management
- Execution Infrastructure & Technology
Luciano Fabbri Soto-Aguilar, CQF
Founder & Portfolio Manager
Luciano Fabbri Soto-Aguilar is Founder & Portfolio Manager of Athena Quantitative Strategies — a quantitative investment firm built around a single disciplined investment process, grounded in rigorous research, risk discipline, and institutional-grade execution infrastructure.
He brings more than five years of experience in banking treasury, front-office trading, and financial risk at some of Chile's leading banking institutions. At Banco Itaú he joined the International Trading Desk, focused on trading and market making of international IRS, cross-currency basis swaps, and G10 FX, as well as managing the international rates portfolio across strategy, positioning, and risk. At Banco BCI he held roles in financial risk including market risk, banking-book liquidity, stress testing, and the development of quantitative models and tools. At Banco de Chile he participated in the implementation and coordination of technology projects for treasury and markets.
He holds a Certificate in Quantitative Finance (CQF) from the Fitch Institute in London, where he achieved an 89% average, and a degree in Industrial Civil Engineering from the Universidad de Concepción, graduating second in his class with highest distinction.
Athena reflects his conviction that the most durable capabilities in financial markets are built on quantitative depth, risk control, operational discipline, and robust infrastructure.
A note from the founder
I built Athena to take full responsibility for how capital is invested — and I started it with my own, because I do not believe in promoting a process I am not willing to live first. After more than five years inside banking, in market risk and on an international rates and currencies desk, I wanted to build something with a different mandate from a bank desk: an independent investment process, accountable for the capital behind every decision.
Athena was born from a conviction: in markets, insight creates the opportunity, structure turns it into a strategy, and risk management allows it to endure.
Luciano Fabbri Soto-Aguilar, CQF
Founder & Portfolio Manager
Institutional Standards
Standards here are concrete, not slogans. Every order passes a risk gate before it executes; every position is reconciled against the broker; every material decision leaves an audit trail. The discipline I learned managing risk inside banks is the discipline Athena runs on — the unglamorous machinery that decides whether a strategy survives its worst week.
Governance & Accountability
Clear decision frameworks, documented rationale, and full audit trails for every material action.
Technology Standards
Production-grade infrastructure with redundancy, monitoring, and institutional-quality data management.
Risk Culture
Risk is not a department — it is embedded in every decision, every system, and every process across the firm.
Intellectual Integrity
We subject our own models and assumptions to the same scrutiny we apply to markets. Confirmation bias is treated as an operational risk.