About VolaLabs
VolaLabs is built and operated by Mike Beckhusen, a quantitative derivatives specialist based in Berlin.
Make crypto vol data defensible.
VolaLabs exists to give institutional crypto desks vol data they can defend in front of a model committee. Methodology published, fit metrics published, every assumption traceable.
The end state: a crypto vol surface held to the same standard as a rates curve on a Bloomberg terminal — but built for markets that trade around the clock.
Built for desks, operated like one.
The work is daily. Calibrate, monitor, publish. Every fit metric, every uptime number, every incident logged in the open — because that’s what we’d want to see if we were on the receiving end of this data.
Operations are run with the same discipline a trading desk applies to its own book. No marketing where math should be, no shortcuts that fail when the curve breaks.
Markets move around the clock. Surfaces refresh every fifteen minutes; alerts route in seconds.
Every model passes review. SVI fits, fitness metrics, wings free from arbitrage — no exceptions, no excuses.
Methodology, fit metrics, uptime, incidents — all published in the open. Nothing hidden behind sales calls.
No assumption goes unstated. No shortcut that wouldn't survive an audit or a model committee.