The Takahē Global Quantitative Fund is our best shot at the markets. To learn more about Takahē Capital, please visit our website.
We are convinced that the basis for building a superior portfolio lies in the combination of several uncorrelated return strategies which are properly sized and balanced.
But that’s not enough. Even the strongest foundation can crack and disintegrate when exposed to severe pressure suddenly or for too long. To insure against unforeseen market pressure, we combine outright and spread positions with an options-based delta replacement and exposure management process, allowing us to stay exposed to the upside while having our downside protected at the same time. This is the basis on which we manage the Takahē Global Quantitative Fund.
Most strategies inside the Takahē Global Quantitative Fund are systematic and the result of our own quantitative research. However, the option trades are discretionary and used to improve the risk-reward characteristics of the overall portfolio. This is usually done where a very favorable, asymmetric risk-reward ratio is detected.
“You can never rest on your laurels. The competition is brutal, and there’s a super high mortality rate in the trading business. As soon as you become complacent or stop pushing forward, the competition will come and eat you. When you are distracted, they will come and bite your leg off. You must keep your eyes on the ball – always! It’s tough.” (Moritz Seibert)