04 // MODELS
A living record of what we build. Each entry earns its place only after it is derived from first principles and validated out-of-sample on real data. Some are in production research; others are still being built.
[ select a model to expand — use cases & spec ]
VOLATILITY · MARKET MICROSTRUCTURE · ORDER FLOW
M01
Forward Volatility Surface
How the implied-volatility surface reshapes in response to the path of the underlying vector.
RESEARCH
M02
Dealer Pressure Flow
The half of market behavior that price alone cannot explain: dealer hedging and positioning
IN DEVELOPMENT
M03
Systematic Volatility Strategies
Turning the models above into positions - regime-conditional risk aware, tail-respecting.
RESEARCH
06 // CONTACT
We share more under the right conversation.
