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Jamie Mai

Cornwall Capital; deep-OTM value (asymmetric, Big Short fame)

Jamie Mai co-founded Cornwall Capital, a New York-based investment firm that specialises in identifying mispriced options and asymmetric risk-reward situations. The firm gained wide recognition after being featured in Michael Lewis's 2010 book 'The Big Short' for profiting from the US subprime mortgage collapse. Mai's approach centres on finding deeply undervalued optionality where potential upside vastly exceeds downside risk.

#78Value Investors
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Authority scoreNotable
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Last updated
10 May 2026
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