Galt Labs is dedicated to expanding the boundaries of investment knowledge through inquiry, testing, and investigation.  The research program grew out of the Galt partners' interest in game theory, risk management, homeostatic system dynamics, input output analysis, and mathematical programming.

Our work has yielded proprietary econometric models. We have developed systematic enhancements to double box trading, bet size optimization in the setting of uncertain expectations, and recognition of psychologically significant constellations of instrument price information.

We are presently focusing on testing trading system techiques related to maximum drawdown and downside volatility.

The Laboratory publishes findings of particular interest to sophisticated investors in the Galt Library area of this website.  

We are constantly developing new concepts and reexamining existing trading practices.  In addition to publishing Galt work, we accept exceptional work from qualified outside parties.  Papers may be submitted to galtlabs@galtcapital.com.