Systematic Volatility Alpha — Across Market Cycles

We develop systematic volatility trading strategies engineered to consistently capture volatility risk premia and exploit structural mispricings — independent of broader market direction — with a core focus on short-dated US index options (SPX/VIX) and real-time signal attribution.

BlackShip Capital is an AI/ML quantitative volatility research firm specialising in the design of niche, uncorrelated trading strategies across global index and derivatives markets.

The firm is headquartered in London, UK.

Data-Driven Research — Enhanced by ML, Executed with AI

BlackShip Capital leverages institutional-grade, high-frequency data and proprietary machine learning models to uncover structural inefficiencies in volatility markets.

Our systems dynamically optimize long, short, and neutral volatility exposures across regimes, while AI-driven execution algorithms ensure microsecond latency, mid-price fills, and institutional-grade risk management.