Research & Papers
Selected research, technical papers, and insights on quantitative strategy, systematic trading, and market making.
How crypto options volatility surfaces find balance — and what happens when they don't. A practitioner's perspective on surface dynamics, model calibration, and the forces that shape implied volatility in digital asset markets.
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How crypto options volatility surfaces find balance — and what happens when they don't. A practitioner's perspective on surface dynamics, model calibration, and the forces that shape implied volatility in digital asset markets.
12 min readMore research coming soon.
More research coming soon.