The Derivative Podcast with Jeff Malec
RCM's Jeff Malec, host of the popular The Derivative podcast, invited me to his show to talk about all things trading and trend following. It’s been a fun conversation!
The Interplay Between Crypto and Global Macro
I had the pleasure of moderating the the Crypto & Global Macro panel at Token2049 in London on 9 November 2022. With me on the panel were Dan Tapiero from 10T Holdings, Jordi Alexander from Selini Capital, and Jean-Marie Mognetti, the Founder & CEO of CoinShares. Recorded on November 9, 2022. [...]
Where To Find Your Trading Edge
You can generate wins taking random setups in the normal distribution pattern of historic prices. You’ll also generate your share of losses. To achieve any sort of long-term success, you need something that’s repeatable. “We need an edge in that market data to deliver positive expectancy over the long term,” says Richard Brennan. That [...]
Moving to Substack
We decided to move our Twoquants newsletter over to Substack. Why? It's easier for us to manage, and easier for you - our readers - to access. We also decided to rename/restart our 2Q Newsletter. Its new name is "Methods to the Madness" (MTTM). All existing subscribers will be moved over to Substack automatically. [...]
Extreme Edge
It’s been great to be on the Chat with Traders podcast on 7 September 2022 for episode #243. This write-up is meant to complement the episode and provide additional background on the warrant arbitrage trades I executed between 2015 and 2019. Before we start, episode #243 was Aaron’s last recording, and I’d like to take a moment to [...]
How to Survive a Crypto Bear
Surviving a crypto bear market is no easy task. But Joey Krug has made it to the other side of all of them. Joey, the co-chief investment officer of Pantera Capital, joins special guest host Moritz Seibert, the CIO of Exponential Age Asset Management, to share his thoughts on the recent market turmoil and [...]
From CTA to web3
In this episode, Corey Hoffstein, host of the popular "Flirting with Models" podcast, speaks with the Twoquants: Moritz Seibert and Moritz Heiden. There are really two halves to this episode. In the first, we discuss trend following strategies at length and cover the usual topics of signals, speeds, and portfolio construction before diving into [...]
When quants and crypto collide
Exponential Age Asset Management CIO Moritz Seibert probes the mind of Martin Green, CEO and Co-CIO of Cambrian Asset Management. Moritz and Martin discuss different quantitative investment strategies and their application to the digital asset market, a space like no other. Martin shares how he handles trading in the spot market versus the derivatives [...]
Citywire Crypto Event in Munich
It's been my pleasure to give the keynote speech at Citywire's first dedicated crypto event in Munich on 30 March 2022 at The Charles Hotel. This has been a great opportunity to catch up with investors and wealth managers and learn about their approach to investing in the digital assets space. One thing is [...]
Market-neutral strategies set this crypto fund apart
Exponential Age Asset Management CIO Moritz Seibert returns with a new episode in his asset management series where he explores the techniques of top asset managers in the crypto-verse. Seibert welcomes Nickel Digital Portfolio Manager David Fauchier to explain the market-neutral approach behind the Diversified Alpha Fund he oversees. Investors in old-school financial markets [...]