Question
Definition of project goal and milestone roadmap.
Research
Quant research
Research and consultation for desks that want an answer backed by data: systematic strategy studies, independent model validation and unique alternative factor datasets only available at VolaLabs.
BTC · 30d implied vs realisedLast 90 days · illustrative
Implied 30dRealised 30dSpreadMove across the chart
Areas of work
QIS studiesSystematic vol carry, term-structure roll and skew strategies, backtested on point-in-time surfaces with costs from real bid-ask.
Model validationIndependent replication of your pricing or vol model, benchmarked against our surface, with findings written up for your committee.
Unique datasetsHistorical surfaces, dynamics metrics and regime labels, resampled to the tenors, deltas and frequency your study needs.
Event studiesWhat the surface does around quarterly expiries, macro releases and exchange outages.
Point-in-time backtestsEvery study uses the surface as it was published at the time, so there is no look-ahead.
Published notesSome of our work is public. See the research section for notes and guides.
Engagement roadmap01 / 04
From question to handover
Data
We assemble the surfaces, metrics and any of your data the study needs.
Study
Analysis with checkpoints, so you can steer before the end.
Deliverable
A written report with the method laid out, so your team can follow it.
Recent notes
From our research
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Tell us what you want to know. We will scope a study and tell you what the data shows.