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Research

Studies and resources

06items
  1. 01Research note

    Skew stickiness in crypto: why delta-hedging BTC options is not trivial

    3 min readRead →
  2. 02Research note

    Reading the term structure around expiries

    5 min readRead →
  3. 03Guide

    Taking a crypto vol surface to your model committee

    Checklist · 15 itemsOpen →
  4. 04Methodology

    How every surface is fitted and validated

    PDF · on requestRequest →
  5. 05Docs

    API reference

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  6. 06Sample data

    One day of BTC surfaces

    CSV · ParquetRequest →

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