معرفی
Dr. Moritz Heiden is a Researcher at the Institute for Statistics and Mathematical Economics within the Faculty of Economics at the University of Augsburg. He is co-founder of Takahē Capital, a quantitative hedge fund, and founder of XLII Capital, a consultancy for systematic trading and blockchain innovation.
- Education: Mathematical Finance (University of Konstanz), Statistics (University of Augsburg)
His research focuses on nonlinear time series models, volatility forecasting, behavioral finance, and portfolio optimization. His work has been published in journals such as the German Economic Review and Finance Research Letters, often connecting investor sentiment to market dynamics.
Recent publications analyze sports sentiment effects on equity markets, cryptocurrency impacts on volatility, and regime-switching models for financial markets. He also explores applications of NFT valuation and cross-sectional similarity measures in trading strategies.
His career spans academic research and industry, including roles at Munich Re Investment Partners and Scalable Capital. He contributes to teaching and mentoring at the University of Augsburg.
