Our approach

Everything we do is built on proprietary research and disciplined risk management principles.

It all starts with data and our drive to research and discover robust trading signals amid all the statistical market noise. These signals form the basis of our quantitative investment strategies.

Above all else, we require our strategies to be resilient with a clear rules-based design. Our long-term experience in the systematic trading space allows us to distinguish resilient from fragile strategies, and combined with appropriate risk controls, these resilient strategies form the core of our investment approach.

We run systematic, momentum-based strategies in single as well as spread markets. No AI or machine learning techniques are used. What sets us apart is that we use options to replace and manage the delta on certain open positions, bootstrap futures curves, and trade in smaller markets – all with the aim of generating attractive absolute returns with low correlation to other investments.

Discover our strategies

Takahē Global Quantitative Fund

A combination of our best investment strategies

Takahē Systematic Trend Program

Designed to detect and follow price trends in global futures markets

Takahē Spread Momentum Program

Trading momentum in commodity calendar spreads