Gregory Rubio Schmidt

Founder & PM @blackshipcap
NO FINANCIAL ADVICE ALL TWEETS ARE BASED ON AN INFORMATIONAL AND EDUCATIONAL BASIS ONLY

[Gregory Rubio Schmidt @BlackShipCapppp]

@LeverageAlpha_ What are the filters used and what sthe granularity and trade exec assumtions? When you say delta neutral, are you managing deltas intraday or at what frequency? Cool study love those ideas that are very simple

[Katherine Boyle @KTmBoyle]

Never. Give. Up.

[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.

[felix hemmerling @hemmerlingfelix]

Fire @ Luxembourg Open Air 🔥

[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.

[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]

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

The BlackShip Capital strategy: +1.21%.

Long-vol funds bled. We finished positive.

[Gregory Rubio Schmidt @BlackShipCapppp]

@learnwithella Inprove

[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]

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]

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)

[Gregory Rubio Schmidt @BlackShipCapppp]

@NoelSmith Good influence til end of month. Will be interesting to start looking for asymmetrical upside.

[Gregory Rubio Schmidt @BlackShipCapppp]

@QuantSymplectic Super cool! Do u have a git?

[Gregory Rubio Schmidt @BlackShipCapppp]

@BlackShipCap 🚀

[BlackShip Capital @BlackShipCap]

Hedge fund onboarding is broken.

PDFs over email. Print, sign, scan. Three weeks later you are still chasing a proof of address.

BlackShip Capital LPs now onboard fully digitally. Identity details to legally binding e-signatures to final submission. Minutes, not weeks.

[felix hemmerling @hemmerlingfelix]

Hedge fund onboarding is broken. We fixed it.

Fully digital LP onboarding for @BlackShipCap. E-signatures, live tracking, done in minutes.

Watch Max Sharpe do it in 60 seconds. Our real LPs? Almost as fast. Almost.

[felix hemmerling @hemmerlingfelix]

#hedgefund #quantfinance #volatility #fintech #podshop $VIX $SPX @BlackShipCapppp

[Gregory Rubio Schmidt @BlackShipCapppp]

@Gingfacekillah @Ksidiii Getting interesting too!

[felix hemmerling @hemmerlingfelix]

new https://t.co/hcAHkkjuK8 👀

[Gregory Rubio Schmidt @BlackShipCapppp]

@vulturetrades $20 strategy