Fahy Capital Management is a quantitative investment practice dedicated to the disciplined calibration of exposure under uncertainty, allocating capital only when distributional asymmetry meets defined survival constraints.
Markets do not reward conviction. They reward proportionality. The practice operates under the principle that survival precedes compounding, and that capital must be preserved before it can grow.
Framework
The Advantage Play Engine models uncertainty through distributional analysis, variance estimation, and capital calibration. Exposure is initiated only where modeled expectancy justifies participation under defined loss tolerances.
The framework is designed to function across regimes, acknowledging that markets elongate variance and that correct allocations may require extended horizons to converge.
Constraint
The practice does not pursue activity for its own sake. Participation is conditional. Capital remains undeployed when modeled asymmetry does not justify risk. Restraint is structural, not discretionary.
Time
A correct allocation may appear incorrect for extended periods. Edge realization requires patience rather than intensity.
Fahy Capital Management is closed to new investors and does not solicit capital.
The materials presented here are for educational purposes only and do not constitute investment advice, an offer, or a solicitation of any kind.