یادداشتها
متخصص بازارهای مالی و پژوهشگر مستقل در حوزه مالی کمّی. همبنیانگذار CrossVol Research.
Research notes in the CrossVol Research newsletter: full list, newest first →
همه یادداشتها
basis trade
The Treasury Basis Trade: Mechanics, Current Stress, and the Shared Tail
A desk-level walk through the cash-futures, repo, curve, and breakeven structures, the point-value math that decides who survives a 50bp day, and the tail the basis book shares with dispersion.
2026-09-19
credit
The Vehicle Beside the Balance Sheet: Broadcom, Hyperscaler CDS, and the 60 Billion Dollar Question
2026-08-22
macro
Same Symptoms, Different Disease: why 2026 is not a rerun of 2022
2026-08-20
diesel
زمستان دیزلی اروپا: شوک انرژی 2026 که هر بازاری آن را قیمتگذاری میکند جز سهام
2026-08-08
Brent
Brent
The Complex Voted: Brent Cracked 100 and Every Desk Called It a Spike
2026-07-25
VIX
The VVIX Is Paying for a Volmageddon: VIX Options, Contango, and Positioning into October 2026
2026-07-15
Kospi
Asian Tech Rips, the Refining Distortion, and the Euro's Ceiling: The Desk View for 15 July 2026
2026-07-15
Hormuz
Hormuz, the CPI Print, and Japanese Repatriation: The Risk Confluence of 14 July 2026
2026-07-14
equities
The Rotation Trade Goes Granular: Small Caps, Equal-Weight, and Chips to Hyperscalers into Q2 Earnings
2026-07-13
oil
Oil Market Update, 13 July 2026: Hormuz Escalation, a Bullish Skew, and the Return of the War Trade
2026-07-13
Note
Note
Five Signals, One Screen, No Consensus: What the Options Market Is Actually Pricing on July 3
2026-07-03
Note
Note
The AI Debt Trojan: Why the US IG Index Just Got Prettier and More Fragile
2026-07-03
shadow-banking
shadow-banking
Inside the Coming Crash: Four Convergent Faults in the $3 Trillion Shadow Banking Stack
2026-06-12
Note
Note
HLEND second-quarter 5 percent gate confirms the Convergent Faults thesis
2026-06-12
Note
Note
Inside the B-book Machine: How Retail FX Brokers Make Money From Your Losses
2026-06-11
Note
Note
The Hormuz Stalemate: Why Neither Side Can Fold
2026-06-10
Note
Note
The AI infrastructure financing loop
2026-06-10
Note
Note
Open-source derivatives toolkit on GitHub
2026-06-10