Our Investment Approach
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Our team leverages 30+ years of collaboration to produce consistent returns
Investment Philosophy
Portman Square Capital aims to target low single digit returns in benign markets, with double digit returns in dislocated markets.
Investment Approach
Our portfolios are constructed through a collaborative, bottom-up approach.
Portman Square Capital begins by screening global volatility markets for value opportunities in derivative securities to build risk packages.
These are a set of trades which combine elements of both carry and convexity, packaged into discrete, manageable units.
Risk packages form the building blocks of an overall portfolio, designed to perform well in market dislocations whilst producing a positive expected return at all other times.
Portman Square Capital sits at the intersection of investment managers specialising in 'tail protection' and 'volatility rv/arbitrage', combining the best of both approaches into our flagship portfolios.
Investment Offering
Portman Square Capital manages multiple pools including a co-mingled fund, SMAs and co-invest opportunities.
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Research & Screening
We use sophisticated proprietary tools to identify trades that offer long volatility and suitable funding mechanisms.
Portfolio Construction
Our bottom-up approach to portfolio construction means that each investment package must be justifiable on a standalone basis, but is sized to limit potential losses and to optimise the entire portfolio.
Risk Management
Risk Packages are thoroughly stress tested, individually and in combinations, using proprietary and 3rd party risk models to ensure downside risk is understood and managed within defined portfolio parameters.