Takahē Capital

Founding Date

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.


  • 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.


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.