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The Algorithmic Advantage

004 - Two Quants - Moritz Seibert & Moritz Heiden (Part II)

Sep 21, 2023
Two quants from Takahe Capital discuss their funds, strategies, and trading philosophy. They talk about automation and scalability in trading, creating and selling indices, volatility control, the Bitcoin basis trade, structural changes in European dividend index futures, trading strategies and market efficiency, and their experiences with trend following.
47:03

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Quick takeaways

  • Trend following is a resilient and robust approach that captures trends across various markets without customization, providing full control and adaptability.
  • Commodity calendar spreads offer profitable trading opportunities with limited downside risk and provide diversification benefits when combined with trend following strategies.

Deep dives

Importance of Trend Following and Building Own Systems

The podcast episode discusses the importance of trend following in trading and the benefits of building their own systems. The guests emphasize the value of trend following as a resilient and robust approach, utilizing breakout-based systems with longer-term holding periods. They highlight the advantage of building their complete data infrastructure, backtesting engines, and automation in-house. Their systems are designed to capture trends across various markets without the need for customization per market. By relying on their own systems, they have full control and can quickly adapt to changing market conditions.

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