Precision capital for asymmetric markets.
Moriarty Capital builds disciplined, risk-engineered portfolios — pairing market-neutral arbitrage with selective directional conviction. Built for private clients who value process over noise.
Three engines. One risk framework.
Each sleeve is mandated to a defined risk budget and stress-tested independently. Capital flows to where the edge is cleanest — never to where the story is loudest.
Delta-neutral options
Harvesting volatility and skew premia through continuously hedged option structures, isolating return from directional market exposure.
Directional leverage
High-conviction, risk-sized exposure to trends with favourable asymmetry — leveraged deliberately, with pre-defined drawdown circuit-breakers.
Statistical arbitrage
Systematic mean-reversion and momentum signals across large, liquid universes, executed with strict transaction-cost and capacity discipline.
How the book is built.
A weighting that balances dependable, market-neutral carry against a measured allocation to conviction. Rebalanced monthly across the strategy book.
Compounding, quietly.
Growth of a hypothetical $100 invested at inception in December 2023, net of fees, based on the account’s actual monthly returns through March 2025.
| Year | Moriarty | Period |
|---|---|---|
| 2025 | +17.6% | Jan – Mar |
| January | +13.92% | |
| February | −5.94% | |
| March | +9.78% | |
| 2024 | +559.9% | Full year |
| January | +24.12% | |
| February | +28.76% | |
| March | +21.53% | |
| April | −4.73% | |
| May | +35.21% | |
| June | +11.84% | |
| July | +15.67% | |
| August | −7.62% | |
| September | +17.38% | |
| October | +22.41% | |
| November | +31.47% | |
| December | +16.83% | |
| 2023 | +18.5% | Dec only |
| December | +18.47% |
We don't predict markets. We engineer positions where the odds are measurable — and we size them accordingly.
Risk is the input, not the residual
Every position begins with its loss profile. Returns are what's left once risk is accounted for.
Edge over narrative
We allocate to repeatable, evidenced sources of return — and ignore the ones that only sound good.
Leverage with circuit-breakers
Directional risk is taken deliberately and bounded by pre-committed drawdown limits, never improvised.
Aligned by design
Principals invest alongside clients in the same vehicles, under the same terms. Our incentives are yours.
Begin a conversation.
Moriarty Capital works with a limited number of qualifying private clients. Share a few details and our investor relations team will be in touch.