The Algorithmic Advantage

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.

Richard Brennan, an expert in systematic trend following, discusses the application of the scientific method in economics and the complexity of trading. He emphasizes the importance of strategy creation, testing, and deployment in trend following, as well as maximizing diversification and using AI in trading projects. Additionally, he explores the use of chat GPT for selecting uncorrelated markets and building enduring strategies through algorithmic portfolio construction.

Simon Mansell, an expert in mean reversion and trend following, discusses strategy specifics and the importance of systematic trading. He highlights the need for balance and robustness in trading, risk management, and measuring performance. He also emphasizes the importance of educating investors about systematic trading and shares personal habits for success. Additionally, he explores challenges and advice for young investors.

A very brief introduction to the show, who we are and what to expect! Get in touch at www.thealgorithmicadvantage.com Enjoy the ride!