Talton Capital Management, LLC is an investment and research firm that aims to achieve uncorrelated, differentiatied, and hedged absolute returns by harvesting divergences between implied and realized volatility across asset classes and geographic regions. In service to this goal, we apply, on a continuous basis, our proprietary predictive model which tells us at any given time and over any given volatility environment whether to be long, flat, or short and in what size. Given the natural asymmetric returns generated by derivative products, we’ve built in multi-tier risk management solutions that allow flexible portfolio adjustments during mild risk events and maximum drawdown stops in the most severe cases. This is how we generate alpha.
In short, we beleive that the variance premium is hightly predictable relative to other asset classes and that the implied volatiltiy surface is a strong predictor of future realized volatility.
Talton offers its strategies through two private investment vehicles: The Talton DelTheta Fund and Talton's CTA offerings. The DelTheta Fund is a pooled investment vehicle that operates strictly in the equity space, while the CTA gives our clients exposure to volatility in the futures space.
Talton was founded in 2012 by Hunter Young, and in 2016, Dr. Euan Sinclair joined to help build out Talton's quantitative research operations.
Talton is currently open to accredited investors. If you are an accredited investor who is looking to learn more about Talton and the benefits of adding active volatility investing to your portfolio, please use this form to send us a note.