00 // KSF RESEARCH BUILDS
KSF Research is a focused team of quantitative researchers and engineers. We build proprietary models of how derivative markets behave and turn them into systematic strategies — measured against reality, and built to run in production.
EST. 2026 - SOUTHERN CALIFORNIA
VOLATILITY · MARKET MICROSTRUCTURE · ORDER FLOW
01 // RESEARCH
01
Surface Dynamics
We treat the volatility surface as a living object and model how it deforms under price and the passage of time — with sensitivities well-behaved enough to build on.
02
Flow & Positioning
Dealer hedging is the half of the market that price alone cannot explain. We turn positioning pressure into expected behavior — the forces underneath the move.
03
Systematic Strategy
Models become positions: regime-conditional, risk-aware, the tail always respected. We deploy where the edge is measured — never merely assumed.
04
Research Infrastructure
A first-principles pipeline from raw quotes to live signal — every stage validated against real data before the next one is built.
02 // APPROACH
CONDITIONAL, NOT CLAIRVOYANT
We do not forecast markets from thin air. We model the relationships that actually hold — structural, conditional, measurable — and let direction come from a view.
OUT-OF-SAMPLE OR IT DIDN'T HAPPEN
Every result is walk-forward on real data: trained on the past, tested on an untouched future. No peeking, no in-sample flattery.
ARBITRAGE-CLEAN
Predictions are constrained to be economically coherent — valid prices, no free lunch — so the sensitivities we pass downstream can be trusted.
SMALL, DEEP, ENGINEERED
A compact team of researchers and engineers. Each model is derived, measured against reality, and built to run in production.
03 // CONTACT
For research partnerships, allocations, or distribution conversations.
