In this episode, I speak with the Twoquants: Moritz Seibert and Moritz Heiden. There are really two halves to this episode. In the first, we discuss trend following strategies at length. We cover the usual topics of signals, speeds, and portfolio construction before diving into some niche views, such as synthetic assets, spread trades, and alternative roll schedules.
In the second half, we pivot to discuss crypto markets, as the Moritzes now serve as CIO and CTO for the Exponential Age Digital Asset Fund. We discuss their journey into crypto, their explorations of the NFT space, considerations that make crypto unique from traditional markets from an allocators perspective, and advice for emerging managers in the space.
So kick back, relax, and please enjoy my conversation with Moritz Seibert and Moritz Heiden.
