About

  • Founding principle

    The lead founder’s experience of the oil industry, retail and consumer goods, advanced pricing techniques, and the confluence of deep analytics and big data brings a fresh perspective to financial markets.

    This fresh perspective is based on drawing analogies between the supply/demand balance for oil and the one for financial assets, between mass consumer behavior and mass investor behavior, and between the pricing of goods and services and the pricing of financial assets, leveraging deep analytics and big data capabilities throughout.

  • Mission

    Based on our extensive research on the S&P 500 and VIX, Impervious Capital’s mission is to serve institutional investors, family offices, and hedge funds in two complementary ways:

    • Provide subscription services with regular market updates from our VIX and Holistic Market Models

    • Provide alpha-generating S&P 500 and VIX-based investment strategies

    Highlights of our research into S&P 500 and VIX can be found in Research & Insights.