Combine all ingredients, EXCEPT for the egg white and club soda, in a cocktail shaker filled with ice. Shake until chilled.
Double strain from the larger shaker tin into the smaller tin and discard the ice. Add the egg white and shake vigorously. This second shake is a dry shake, meaning that it's performed with no ice added.
Dispose of the ice water from the Collins glass. Pour cocktail into chilled Collins glass and slowly add club soda. Try to pour in the center to prevent breaking the foamy head. Pouring in 2-3 stages will also help with head formation.