Takahē Capital
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.
TAKAHE EDGE
Targeting high absolute returns. Takahē Capital challenges how most investors think about risk.
Emphasizing capital preservation. The firm seeks to implement asymmetric trades which risk a little to win a lot.
Maximizing global diversification. The firm trades a large number of markets and products across several sectors.
TAKAHE STRATEGIES
Global Quantitative Fund
It combines several Takahe strategies, including the Systematic Trend and Spread Momentum programs, in a single portfolio.
Resilient in design, it aims to generate a unique return stream which substantially exceeds the return on cash.
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
A classic trend following program, it is long-term in nature and resilient in design.
The program has an absolute return objective and does not follow any benchmark or index.