Volatility — The Most Forgotten Asset Class

Systematic Volatility Alpha Across Market Cycles

BlackShip Capital deploys a range of volatility-related core strategies combined with dynamic vega & spot hedging and market making to capture alpha in flat, rising and distressed markets.

Edge Exploration & Risk Premium Harvesting

Convex and Relative Value Strategies focusing on Single Name Stock and Index Options with Maturities ranging from 0 to 180 days

Hedging

Dynamic Vega Hedging

Dynamic Spot/USD Hedging

Market Making

Liquidity Provision

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

Data Quality

High-granularity & institutional-grade cross-market data.

ML-Enhanced Target Optimization

Volatility-focused & ML-enhanced timing and rebalancing for long, short, and neutral vol exposures

Execution Algorithms

Microsecond latency, mid-price fills, AI-automated execution & risk management solutions, Institutional-grade infrastructure