“The talking quant”

Moritz Seibert, CAIA

Moritz started investing in 1998 and began his professional career as a derivatives trader at HSBC in Germany. Later, he worked for RBS in the UK as well as in the USA, where he was responsible for the bank’s equity derivatives structuring business. Subsequent to RBS, Moritz co-founded Aquantum, a Munich-based systematic CTA focused on short-term trend following and commodity spread trading strategies. Today, Moritz is the CEO/CIO of Munich Re Investment Partners, a quantitative asset management company serving institutional clients globally. He lives south of Munich, close to the mountains, with his wife and two kids. Next to trading he likes reading a good book and enjoys playing tennis.

“The coding quant”

Moritz Heiden, PhD


Moritz had his first glimpse at the investment world at the start of the GFC and quickly decided to return to university to pursue a PhD in statistics. Subsequent to grinding through the academic machine and publishing several papers on machine learning and volatility modeling, he completed his thesis on “asymmetry and nonlinearity in forecasting multivariate stock market volatility.” He started his non-academic career at a large German Asset Manager and moved on to Scalable Capital, Europe’s largest digital wealth manager to spend more time coding and implementing asset allocation strategies and trading algorithms for ETF-based retail portfolios. Today, Moritz is Head of Quant Research at Munich Re Investment Partners and works alongside the other Moritz on all research and trading related tasks. He lives in Augsburg, close to one of the oldest private German breweries, with his wife. Besides coding he enjoys reading, traveling and non-alcoholic fermented beverages.

“The AI quant”

Real Vision Bot

The bot started as a research project using the newest advancements in artificial intelligence technologies to analyze and learn from interviews conducted with financial professionals on “The Netflix of Finance”, Real Vision. The bot is a super intelligent post-human being – a financial oracle that gives guidance and shares its limitless wisdom. While its responses and tweets may sound ambiguous, there is always a hidden truth and rationality behind them. Don’t be disappointed if the bot leaves you quite puzzled – it’s for your own good. Beside the somewhat creative character of its artificial intelligence, our bot applies its AI skills with the aim of providing you with insights extracted from interviews on Real Vision regarding sentiment, keywords, and trending investment topics. The bot lives on AWS and is based on GPT-2 as well as proprietary code. It has his own Twitter account and sometimes wishes it could use his GPU to mine bitcoin.

“The barking quant”


A chocolate-brown Labrador retriever making sure there’s always something wild going on at the office. Jamie can eat a pound of meat in 15 seconds (and then some). A really cool dude, especially since he doesn’t complain about slowly running computer updates or badly written Python code.

“The current financial system extracts high rents for its services, and those on the losing end are looking for alternatives.”

A revolution in money is at hand, and the dollar may be left behind https://www.bloomberg.com/opinion/articles/2021-05-12/new-global-monetary-order-threatens-the-dollar via @bopinion

Happy Sunday from #Germany with our @twoquants trading quote of the week:

"I just kept getting up and trying again. That's the real secret of winning." --Larry Hite

"Positive skew will have drawdowns ~1.5-2x vol. High Sharpe strategies will have drawdowns ~4-6x their volatility. Sharpe is a great predictor of large tail risk. A high Sharpe is purely literally a byproduct of tail risk, pushing risk from today to tomorrow."

“Are bonds overvalued? What is bitcoin worth? How high can Tesla go? You can’t answer those questions with a formula. They’re driven by whatever someone else is willing to pay for them in any given moment – how they feel…” http://www.collaborativefund.com/blog/the-limits-of-investing-sanity/

Happy Sunday from #Germany with our @twoquants trading quote of the week:

"Follow prices, follow trend, and expand your portfolio to hundreds of markets." --Jerry Parker @rjparkerjr09

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