BlackShip Capital

Quantitative research firm. Agentic pod shop architectures. Systematic, uncorrelated derivatives strategies. FCA registered.

[BlackShip Capital @BlackShipCap]

The Volatility Brief.

Systematic vol research from BlackShip Capital.

Regime reads, surface analysis, 0-DTE flow dynamics, live positioning context. Monthly. No narratives.

https://t.co/iwic0Xhpfp

[BlackShip Capital @BlackShipCap]

Capital at risk. Past performance not indicative of future results. Professional Clients and Eligible Counterparties only.

[BlackShip Capital @BlackShipCap]

April +10%, the largest single-month S&P 500 gain since November 2020. May +5.1%. Roughly +15% in two months with almost no realised vol.

For long volatility, this is the canonical worst case.

[BlackShip Capital @BlackShipCap]

Subscribe for monthly volatility commentary: https://t.co/7uM05QXTo4

[BlackShip Capital @BlackShipCap]

Live now. Request access via DM or [email protected]

https://t.co/kITrzhVkGX

[BlackShip Capital @BlackShipCap]

We have shipped a calculation engine for allocators.

Upload your daily returns. Six optimisation objectives. The tool computes the BlackShip Capital allocation that would have optimised the chosen objective over your selected date range.

[BlackShip Capital @BlackShipCap]

Built by the BlackShip Capital team. 15 unit tests passing, including a cross-validation that the BlackShip-only weight reproduces the firm's published track record exactly.

We did not want a tool that quietly disagreed with our factsheet.

[BlackShip Capital @BlackShipCap]

@hemmerlingfelix @BlackShipCapppp ⚡️⚡️⚡️

[felix hemmerling @hemmerlingfelix]

"What does adding BlackShip Capital do to my portfolio's Sharpe?"

Every allocator asks it. The honest answer needs a half-day in Excel if you know what you're doing. Longer if you don't.

So we built the tool.

Upload your daily returns. Six optimisation objectives. Live slider.

[BlackShip Capital @BlackShipCap]

Subscribe to BlackShip Research: https://t.co/7uM05QXTo4

[BlackShip Capital @BlackShipCap]

April 2026: $VIX -40%. $VXX -35%. $UVXY -55%.

The BlackShip Capital strategy: +1.21%.

Long-vol funds bled. We finished positive.

[BlackShip Capital @BlackShipCap]

The full read on what happened in April's vol collapse:

https://t.co/M16qop0S2o

[felix hemmerling @hemmerlingfelix]

Most quant funds look like tech companies. Ours looks like a server room.

5 years live. +76.95% vs +65.56% $SPY. 1.62 Sharpe. -0.07 correlation.

8 AI strategies trading $SPX and $VIX every US cash session. No discretionary PMs. No overrides. Zero.

Here is how 🧵

[BlackShip Capital @BlackShipCap]

We launched The Volatility Brief. Monthly vol research from the team.

Sign up: https://t.co/iwic0Xhpfp (8/8)

[BlackShip Capital @BlackShipCap]

March 2026: What We Saw.

SPX -5.09%. VIX hit 28. Headlines screamed fear.
The surface told a different story.

Here is what professional vol traders actually saw. (1/8)

[BlackShip Capital @BlackShipCap]

Full research note: https://t.co/GHMapSZGdl (7/8)