Systematic trading at Takahe Capital relies on a robust, in-house tech stack that ensures full control over data, backtesting, and order generation. The firm employs two primary, uncorrelated programs: a classic, long-term trend-following system and a commodity calendar spread strategy. By stripping away unnecessary, ephemeral overlays, these programs focus on enduring market features rather than curve-fitted patterns. While the core approach remains systematic, the managers occasionally use discretionary options to hedge against "silent risks" or to magnify exposure to outlier moves. This philosophy prioritizes limited downside and positive skew, rejecting the complexity often found in institutional quantitative strategies. By maintaining a lean, manual execution process, the team stays closely connected to portfolio dynamics, ensuring that their strategies remain resilient and aligned with the objective of generating long-term, double-digit returns.
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