Moritz Seibert

This episode won’t be for everyone…It contains no chatter about how to read charts, how to pick the direction of stocks, or even, how to handle your trading psyche.However, for some, this episode will spin minds and bend preconceived notions about trading. It shines a spotlight on what happens should you uncover a structural inefficiency that can be exploited, as was the case with today’s guest Moritz Seibert.Many know of Moritz as a trend following guy and someone with vested interests in the crypto market, but (almost) no one knows he was once arbitraging warrants on Germany’s DAX. It was an extreme edge, and he traded it rigorously for three years.Moritz has never publicly spoken about the arbitrage, until now! Over the course of this recap, he details all aspects: the market, the inefficiency, the trade, and the—inevitable—decay.To read the assisting article by Moritz: Click here Learn more about your ad choices. Visit megaphone.fm/adchoices

Join Moritz Seibert, founder and CEO of Takahē Capital, and Moritz Heiden, head of quantitative research, as they dive into the dynamic world of systematic trading. They discuss how Takahē evolved amidst ESG challenges, offering a fresh perspective on trend-following strategies. The duo emphasizes rigorous risk management and the balance between simplicity and complexity in trading models. They navigate the intricacies of trading in liquid and illiquid markets while advocating for high-octane approaches, all while maintaining a long-term investment perspective.

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.

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.

Exploring trend following strategies, spread data, and options trading. Debating market opinions, portfolio diversification, and painful trade entries. Discussing exotic risks, structured products, and the value of trend following in trading. Sharing insights on optimizing crude oil contracts, managing risks with options, and navigating trading psychology. Exploring the benefits of trend following in portfolio management and discussing ski resort experiences.