About Moritz Seibert

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So far Moritz Seibert has created 42 blog entries.

When High Volatility Reduces Risk

Investors do not necessarily lower their risk by reducing the volatility expectation of their returns. That’s because volatility and risk are two very separate matters. When investors are too keen on obtaining a smooth “all weather” return stream, odds are that at some point they will end up with the opposite. That opposite is negative [...]

By |2021-05-19T11:47:37+02:00May 19th, 2021|Blog Post|0 Comments

Real Vision: Jerry Parker – Follow the Rules

Jerry Parker, chairman and CEO of Chesapeake Capital, joins Moritz Seibert, CEO/CIO of Munich Re Investment Partners and one of the two quants at twoquants.com, for a deep dive discussion on systematic trading strategies. Parker has had an exceptional career as a systematic trend following trader, and over the last 32 years, Chesapeake has compounded [...]

By |2021-04-30T14:08:15+02:00April 30th, 2021|Video|0 Comments

Options & Volatility – Presentation to Queen’s University

It's been my pleasure to give an introductory presentation/course on options and volatility to a select group of students at Queen's University. Download the slide deck here. Main discussion points: The basics: forward pricing theory, quanto vs. local forwards Alternatives to the Black-Scholes model Skew and term structure Put-Call Parity Sensitivities ("Greeks") The GME [...]

By |2021-04-29T11:14:39+02:00April 28th, 2021|Blog Post|0 Comments

Real Vision: Argo Blockchain – Leading the Green Mining Wave

Peter Wall, CEO of Argo, joins Moritz Seibert, CEO/CIO of Munich Re Investment Partners and co-founder at TwoQuants.com, to discuss crypto mining, its carbon footprint, sustainable power management, and the institutional adoption of green cryptocurrencies coming out of the space. Wall describes Argo as being focused on access to power and access to machines—with that, [...]

By |2021-04-30T12:47:08+02:00March 31st, 2021|Video|0 Comments

Bitcoin and Ethereum Carbon Footprints – Part 2

As outlined in part 1 of this article, Bitcoin mining uses a lot of power, and because this power isn’t 100% renewable, Bitcoin has a carbon footprint. That’s a fact. A lot of the criticism that’s directed at Bitcoin is based on the assumption that it’s useless. A digital mirage which neither has substance [...]

By |2021-03-29T08:44:24+02:00March 28th, 2021|Blog Post|0 Comments

Bitcoin and Ethereum Carbon Footprints – Part 1

According to Digiconomist, Bitcoin’s (BTC) annual carbon footprint equals that of Switzerland (40 Mt CO2) because running its network is power-intensive, consuming approximately as much power as Finland requires in a single year (85 TWh). The numbers for Ethereum (ETH) are smaller (14 Mt CO2, which is about the same as the annual CO2 [...]

By |2021-03-28T21:44:43+02:00March 21st, 2021|Blog Post|0 Comments

Real Vision: “Unknown Market Wizard” Jason Shapiro

Moritz Seibert, CEO/CIO of Munich Re Investment Partners and co-founder at Twoquants.com, welcomes to Real Vision Jason Shapiro, principal of JS Trading and one of the traders profiled in Jack Schwager’s “Unknown Market Wizards.” Shapiro traces his journey from being a commercial banker at HSBC to a mover and shaker in the equity futures market. [...]

By |2021-02-24T13:54:59+01:00February 24th, 2021|Video|0 Comments
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