Takahē Capital is a quantitative investment manager focused on resilient, systematic trading strategies. The private investment manager trades a diverse and evolving set of quantitative strategies in the global markets. Using their man-plus-machine approach, Takahē researches, designs and trades systematic investment strategies which extend over multiple trading frequencies, instruments, and methods. The firm also adds a unique value through the integration of option-based, delta-replacement and risk management trades into an otherwise fully rules-based investment process, improving their returns in the quantitative investing space.
Global Quantitative Fund
Spread Momentum Program
It trades intra-market commodity calendar spreads. Both long and short spreads are traded.
Long spreads are spreads where the long position is in the near-dated contract and the short position in a contract further out on the curve, and vice versa.
Systematic Trend Program