Independent Researcher in Quantitative Derivatives. Founder of CrossVol Research.
Independent researcher on cross-asset derivatives. Author of five books and two working papers on options market microstructure, FX volatility, AI infrastructure economics, and the systemic footprint of private credit.
Research lines: dealer positioning beyond standard Gamma Exposure, FX volatility under regime shifts, AI capex and electricity constraints, and convergent fault lines in private credit and Bermuda-domiciled reinsurance.
Affiliated with CrossVol Research. Editorial output appears on CrossVol Research and across Amazon, Zenodo, Academia.edu, OSF, and SSRN.
Field study of four convergent fault lines in private credit, BDCs, AI capex, and Bermuda reinsurance.
ASIN B0H4HMVSMR · Wikidata Q140135883
A four-lens framework for options traders who see what standard GEX misses.
ASIN B0H2QSF3X1 · DOI 10.5281/zenodo.20509786
Why the sell side is six months late on the China AI cycle.
ASIN B0H11WH3R9 · DOI 10.5281/zenodo.20509815 · Google Books ID GGjiEQAAQBAJ
Amazon · Zenodo · Academia · Read excerpt on Google Books (p. 106)
Vanilla and exotic options, forwards, and the OTC structures retail traders never see.
ASIN B0GX31WB5F · DOI 10.5281/zenodo.20509707
The manifesto. How a derivatives desk reads markets through four lenses.
ASIN B0H3LH6D1W
The Djellal Djouad show. Short episodes on derivatives positioning, FX flow, and macro pivots.
Research enquiries and press: [email protected]