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.Visit our Substack page HERE.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 [...]
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 [...]
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 [...]
For their 20th anniversary edition, Traders’ magazine invited us for an interview to speak about the 2Q Portfolio and our quantitative approach to trading. The interview is in German. Recorded on November 18, 2021.
We're incredibly sad to hear of Dr. Tharp's passing. I believe Van’s books on trading and trading psychology rank among the best trading books ever written. They are immensely valuable for traders, both novice and experienced, and have shaped the way we manage our own portfolios today. His magnificent work, his books, and his courses will be [...]
We’ve reached the end of an intense and super-exciting year. This is a good time to share some stories, update you on the performance of our 2Q Portfolio, and discuss some interesting positions and trade ideas. All performance numbers are as of 30 December 2021 – which from a trading point of view means [...]
It’s been a while since we published the last update on our 2Q Portfolio. While we update the live performance numbers each week on our website here, we don’t usually release details on the 2Q Portfolio’s positioning or its return drivers. But, with the third quarter now behind us, we reckon it’s about time [...]
Thus far 2021 has been a great year for systematic trend following traders. Although there's been some PL giveback in the past two months, the SG Trend Index (Bloomberg: NEIXCTAT Index) has managed to make a new all time high in June (see chart below). Many of the markets traded by CTAs have also [...]
If you enjoy our blog posts, make sure to also check out "The Macro Compass" by our friend Alfonso Peccatiello. Alfonso has a wealth of knowledge and his recently launched newsletter quickly became one of our favorites. In order to know virtue, we must first acquaint ourselves with vice. ~ Marquis de Sade Two [...]
Here's a question which comes up time and time again, and I've heard it again this week. Why invest in a trend following CTA when I can buy and hold the S&P 500 for "zero cost" and end up making money when holding it for multiple years? Note that I've put quotation marks around "zero [...]
