Investment Strategy

Our volatility trading strategy at BlackShip Capital represents a sophisticated and meticulously crafted approach to generating alpha in any market condition. With a keen focus on short-term maturities, we actively participate in providing and taking market liquidity, leveraging our expertise to maximize returns. Our primary objective lies in the astute exploitation of volatility risk premia, allowing us to capture the inherent opportunities presented by fluctuating markets. Moreover, our net portfolio vega exposure is intentionally maintained positive, positioning us strategically to profit from sudden surges in Implied Volatility across diverse market segments. To further enhance our risk management framework, we tactfully employ Black Swan hedges, ingeniously financed through a portion of the alpha generated by our well-calibrated medium-term carry trades. For a deeper understanding of our advanced strategies, we wholeheartedly encourage readers to engage with us directly.