
When you build short term trading models, it's all green-field research.
—Karsten SchroederIn This Episode, You'll Learn:
- The founding story of Amplitude Capital
- About the motivation source for choosing short term trading
- On the essence of a great company: The Team

There is a negative notion to the word ‘change', that's why we prefer the word upgrade. Upgrade means you do, more or less, the same that you were doing before but in a better way.
—Karsten Schroeder- Describing Amplitude Capitals' Trading Programs:
- Amplitude Dynamic – A two day holding period, short term CTA program that trades all asset classes (currently trading app. $1 billion.)
- Amplitude Klassik – 8 day holding period program, with less reversion models than Dynamic (currently trading app. $600 million.)
- The scientific processes guiding Amplitude's perception of the markets
- How Amplitude manages their in-house and outsourced business processes

As important for an investor to choose the right fund, as important it is for the fund to choose the right investors.
—Karsten Schroeder- Where the point of optimal capital under management is for Amplitude Capital
- A bird's eye view of their historical track record and their reaction to the market shift in 2009
- On the effects of quantitative easing and other government interventions in market health

When you evaluate businesses today, I think it's so much more down to the team than to the original idea.
—Karsten Schroeder- Model decay and how to best deal with it
- The design structure of Amplitude Capital's Programs
- Market dynamics and where the Amplitude programs trade

- Differing philosophies: market specific models vs. models for all markets
- Comparing mean reversion models (counter trend models) vs. trend following models
- Plus much, much more…
Resources & Links Mentioned in this Episode:
Karsten's also participated in the Battle of the Quants
Sponsored by Swiss Financial Services and Saxo Bank:


Connect with Amplitude Capital:
Visit the Website: www.ampcap.com
Call Amplitude Capital: ++41-41-747 15 00
E-Mail Amplitude Capital: z@ampcap.com
Follow Karsten Schroeder on Linkedin

The first couple of years were really, really tough because I remember I was doing so many meetings pitching this to all types of investors around the globe.
—Karsten Schroeder