About
Mike Beckhusen
Quantitative researcher and engineer focused on derivatives, volatility, and systematic market strategies. Baerenstein Solutions is where I share my work.
Who I Am
I am a quantitative researcher and engineer focused on derivatives, volatility, and systematic market strategies. My experience spans 20+ years of risk management, of which 7 years are in finance, and 3 years as options and derivatives specialist. My work centers on building robust analytical frameworks that translate mathematical structure into disciplined, risk-aware market applications.
Combining quantitative modeling with production-grade engineering, I develop scalable research infrastructure, surface analytics, and systematic execution methodologies across equity and digital asset markets.
What I Do
Quantitative Research
Research on options and volatility dynamics, including surface construction, model calibration, term structure behavior, and signal design. Emphasis is placed on measurable assumptions, repeatable workflows, and statistical validation.
Systematic Trading
Development of systematic frameworks for derivatives strategies: portfolio construction, scenario analysis, hedging logic, and risk aggregation. The intent is disciplined execution supported by monitoring, controls, and post-trade evaluation.
Market Infrastructure
Engineering of data and analytics pipelines for options markets: ingestion, normalization, storage, surface interpolation, and computation of derived metrics. Systems are designed for reproducibility, automation, and scalability.
My Approach
My approach is research-led and implementation-first: start with robust definitions, constrain models with no-arbitrage and consistency checks, and translate outputs into actionable metrics. I prefer methods that are transparent, testable, and maintainable over time.