Glenshaw Capital uses a forward looking probabilistic approach to provide investors with enhanced alpha generation while maintaining a limited loss profile. Our Investment strategy combines a relative value screening process of over 40 individual volatility parameters with market leading expertise gained from building, running and risk managing the largest volatility book on wall street.

Portfolio Management
Michael Schmanske founded Glenshaw Capital after leaving Barclays Capital in January of 2012. While at Barclays he was a Managing Director and the head of index volatility trading.

Investment Strategy
Glenshaw’s strategy is a S&P index and VIX volatility strategy, applying a unique limited-loss approach the Portfolio Manager developed while managing the index desk at Barclays. The approach is designed to capture inefficiencies in the volatility surface and is self-liquidating, allowing for “dry powder” to take advantage of recovery periods.