Searching For Efficiency
We capture inefficiencies regardless of type, cause or timeframe.
Modern Approach to Investing
Rigorous analysis of public markets
Non-traditional view of public markets
Markets can do whatever they want, in any way, ungoverned by any identifiable stationary process.
Efficiency vs Inefficiency
Everything tends to move towards equilibrium, including financial markets that strive to be efficient.
There is no reward without risk
It is a fundamental truth about any investment strategy. In order to generate profit one has to take a calculated risk.
Grasp of limitations of probability
The nature of probability does not tell us when low probability events might actually happen.
Accept drawdowns
Drawdowns are inevitable and are part of the investing strategy.
Game Theoretic Framework
Investing in public markets is a game with the very nature of reality.
Performance
Our performance and detailed strategy information are available to professional investors only. Please contact us using Live Chat at the bottom of this page or fill in the Contact form below to register as a professional investor for monthly updates.
Performance Stats
Available on request:
- Monthly and daily returns.
- Distribution of daily returns.
- Sharpe and Sortino ratios.
- Trade duration distribution.
“Founders of Egham Capital have a beautiful philosophy and a track record to match.”
Allocator in Chicago