About Behavioral Capital

Behavioral Capital is a quantitative absolute-return investment management company founded in 2001. A cornerstone assumption of traditional finance is that investment returns are normally distributed. We see something different. Click here to see our histogram movie on this subject.

We utilize proprietary behavioral finance strategies to develop and trade models that capitalize on high-probability short-term price reversals lasting, on average, 3-5 days.

The defining characteristics of the models are that they produce excellent returns with low risk while being out of the market much of the time.

Models consist of 1) long-only and 2) short-only components which can be custom blended to meet specific objectives. The models are designed to deliver idiosyncratic absolute-return short-term alpha.

Primary trading vehicles include liquid indexes and sectors, such as:

• S&P 500
• Russell 2000
• NASDAQ 100
• Midcap 400
• Customized Baskets