The Algorithmic Advantage 003 - Two Quants - Moritz Seibert & Moritz Heiden (Part I)
Sep 18, 2023
Moritz Seibert & Moritz Heiden, quants from Takahe capital, discuss their trend following strategies, philosophy, practical tips, their journey into systematic trading, love for outdoor activities, influences on trading, background in delta hatching, the role of volatility in strategies, issues with volatility targeting.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7
Introduction
00:00 • 3min
The Speaker's Background and Journey into Systematic Trading
03:11 • 2min
Focus, Location, and Outdoor Activities
04:42 • 2min
Influences on Trading and Volatility Estimation
06:58 • 5min
Background in Delta Hatching and Systematic Trading
11:53 • 27min
Volatility and Overfitting: Exploring Trading Strategies
38:31 • 18min
The Issues with Volatility Targeting
56:41 • 14min