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Meet
Volsurface Capital Management is a premier investment advisor, commodity trading advisor, and fintech firm offering innovative and reliable market strategies. We proudly present our proprietary V2Skew Model—an AI-supported forecasting tool that promises unparalleled market insights and strategies inside the S&P 500 investment complex.
Problem They’re Solving
Traditional derivatives pricing models struggle to capture the complex, non-Gaussian behaviors observed during market turbulence.
Institutional risk managers and traders require innovative tools that reliably forecast volatility spikes, market disruptions, and regime shifts—capabilities that our V2Skew Model delivers.
Our model uses intuitive logic with a limited set of factors, reducing overfitting while maintaining clarity and ease of interpretation. Employing a non-parametric Bayesian structural time series (NPBSTS) framework, our model effectively incorporates higher-order moments and long-memory effects, offering a robust forecast for VIX futures valuations.
Where They Are Headed
We are seeking $5M to transition the V2Skew Model from research to production, enhancing its accuracy and capabilities for live market application.
Our V2Skew model will operate on a fully proprietary basis, eliminating the need to market to investors for a fund.
By leveraging this strategy, we retain full control over revenue generation and scalability, allowing us to expand at will without external fundraising constraints. However, a fund will be available through a licensing agreement and robust secondary revenue stream.
Your investment will enable us to refine our model and expand its reach, ensuring we remain at the forefront of financial innovation.
Opportunity Highlights
- We are uniquely positioned for significant revenue given the product we’ve created, the fact we can scale at will, and increase profits during market disruptions.
- Several years of academic research and study has created a one-of-a-kind predictive model. Unparalleled back test results have been independently vetting by Stanford and USC quantitative practitioners.
- Our team of seasoned professionals is committed to guiding investors and traders alike towards their financial goals through innovative, reliable, and tailored advisory services. Each member of the team has an average of 30 years experience in the listed options industry and over 10 years in the hedge fund and single managed account space.
- Our V2Skew model uses a mathematical approach more at home in the electrical & science industries. This along with our structural path, make us one of one in our industry.
- The performance of the V2Skew model is non-correlated to the performance of the S&P 500 market. In other words, our revenue does NOT rely the DIRECTION of the market. It is dependent on the MOVEMENT of the market, which is constant.
Management Team
Thomas Foertsch, Founder & Managing Partner
Thomas is a 42-year veteran of the financial markets. Thomas was an independent trader before becoming an executive at the Cboe. He built the team that created institutional interest in the options industry. Thomas’ additional contributions include the creation of the Flexible Options market, as well as the launch of the VIX futures industry.
Michael Menslage, Partner
Prior to his career in the financial markets, Michael served in the US Army Corps of Engineers w/ the elite Prime Power Battalion as a high voltage Chief Warrant Officer. He traveled the globe to solve critical power supply issues. His subsequent time in the trading industry has been accented by intense & substantial academic study, which led to the creation of the V2Skew model.
Key Metrics
- Our V2Skew Model has a proven accuracy rate of over 65%
- We anticipate revenue and profit to follow within 120 days of going live
- The meta data from the back testing allows us to provide a more accurate projection of revenue
- We anticipate nearly $100m in revenue over a 5-year period
Milestones
- Building the academic framework (2017-2020): This included academic research & collaboration with Nobel Prize winning Economists, global macro-economic think tanks, US Congressional Finance Committee members, and multiple international financial exchanges to confirm our understanding of how multi-billion-dollar institutions view the critical equilibrium between the equity and fixed income markets.
- Apply mathematics & back testing (2020-2024): This period involved vigorous mathematical back testing with tick data over a multidimensional market period.
- Blind testing and opposition review (2024): We hired USC and Stamford University Quantitative analysts to independently verify our results. We have de-risked our model and are prepared to live production.
- Implementation (2025): We are now ready to go into live production. This requires setting up servers, optimizing the model, along with data and vendor contracts. We expect significant revenue soon after going into the production phase.
Send us your contact information and our market specialist will reach out you.
