Systematic Strategies, Hedging Routines, and Product Strategy
Most crypto options desks get built faster than the risk framework around them. We close that gap by consulting you on hedging routines, infrastructure, model design, and risk management.
Where we help
What happens to delta hedging when skew flips?
The skew stickiness regime per expiry determines the correction to the Black-Scholes delta: vega times the vol move implied at that strike. We help a desk measure the regime, set the measurement window and document the switch-over between regimes, so the choice rests on the desk's own framework.
Which stress scenarios fit crypto options?
Spot gaps over weekends, front-end vol spikes into quarterly expiries, skew inversions in rallies and venue outages. We build scenario sets from surface history, not from equity templates.
Other services
Volatility surfaces
Arbitrage-free volatility surfaces for various underlyings and granularities. State-of-the-art calibration for maximum robustness.
Data servicesExplore →Quant ResearchQuant research
QIS studies, independent model validation and dataset generation for unique insights.
ResearchExplore →Talk to us
Tell us your bottlenecks, and we will serve and implement solution architectures.