Moritz Heiden & Moritz Seibert – Trend-Following Spreads (S7E25)
Episode publishedPodcast: Flirting with ModelsFlirting with Models
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Hey, everyone. Corey here. Thanks for tuning into another episode of flirting with models. If you're enjoying the show, I'd greatly appreciate it if you take a moment to rate, review, and most importantly, with a friend. Word-of-mouth is how this podcast grows. And if you'd like to learn more about Newfound's platform of return stacked mutual funds, ETFs, and model portfolios, head over to returnstacks.com. Now on with the show. Alright, gentlemen. Are you ready?
We are ready.
Three, two, one. Let's jam. Hello, and welcome, everyone. I'm Corey Hofstein, and this is Flirting With Models, the podcast that pulls back the curtain to discover the human factor behind the quantitative strategy.
Corey Hofstein is the cofounder and chief investment officer of Newfound Research. Due to industry regulations, he will not discuss any of Newfound Research's funds on this podcast. All opinions expressed by podcast participants are solely their own opinion and do not reflect the opinion of Newfound Research. This podcast is for informational purposes only and should not be relied upon as a basis for investment decisions. Clients of Newfound Research may maintain positions and securities discussed in this podcast. For more information, visit thinknewfound.com.
A few years ago, I sat down with Moritz Siebert and Moritz Haydn of Takahe Capital to talk about trend following at the edge of futures markets. Places where liquidity is thin, contracts are obscure, and capacity constraint is a feature, not a bug. Since then, despite strong performance, asset growth, and even winning industry awards, they made a very fun industry decision. They shut down their original fund. In its place, they launched a new global markets fund built to say small so they can trade calendar and product spreads, niche agricultural markets, and other idiosyncratic contracts at e
Thank you, Corey. Thank you for reinviting us. And I can tell you, I've been just in the Cayman Islands forty eight hours ago and it's great. Not much has changed. Back in Munich now where it's dark and gray and the weather is, you know, what it's like in December. It's not the best. Hopefully, the skiing season will be nice, but the Cayman Islands have been great. Good sunshine. Good food. Everything's good there.
Absolutely. Well, as I mentioned, you guys have been on the show before, and so I don't wanna drag out an intro. Listeners, please go back season five, episode three. You'll get a great background on both the Moritzes here. But a little bit of table setting. Can you, for those who are newer, just give them a little bit of background, reintroduce yourselves, the quick version of who you are, what you do, how you trade.
Yeah. Maybe I'll just start real quick and then the other Maritz can join in. So the M and M's, Maritz and Maritz, we've been working together since more than ten years, started a project together, Touquons, I think in 2017, which became popular and kinda like served as the nucleus for many other initiatives that we started since. The current gig is we started a hedge fund called Takahe Capital. That's a systematic quantitative hedge fund based in the Cayman Islands, which is why we talked about this beautiful country. And that's been going since 2023, and we're having a really good time with
Thanks for inviting us back and can't add anything to what Mauriz said. Regarding our background, Mauriz has a background in investment banking and derivatives that I have coming more from the fintech and asset management side of things. So we always say, I'm the smart and good looking, and he's just
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