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Working papers by Djellal Djouad

The working papers of Djellal Djouad, newest first: three on SSRN and three on MPRA (RePEc), all open access.

Working papers

  1. Vega Exposure (VEX): Dealer Inventory and Volatility Suppression in the VIX Options Complex

    · SSRN 7122218 · DOI 10.2139/ssrn.7122218

  2. Convergent Faults: A Quantitative Forensic of Private Credit's Synchronized Systemic Risk (2026-2027)

    · SSRN 6884658 · RePEc · DOI 10.5281/zenodo.20558733

    Related book: The Coming Shadow Banking Crash

    Cited by Larry's Substack (Larry Swedroe),

  3. Tokens, Watts, and Geography: A Four-Tier Framework for Pricing the AI Inference Trade, 2026-2030

    · SSRN 6879018 · DOI 10.5281/zenodo.20543628

  4. Beyond Dealer Gamma: A Four-Lens Framework for Reading Options Market Dislocations

    · MPRA 129365 · DOI 10.5281/zenodo.20509786

    Related book: Beyond Gamma Exposure

    Cited by HarbourFront Quant (Nam Nguyen, Ph.D.),

  5. Structural Biases in Retail Foreign Exchange: B-Book Economics, Execution Frictions, and the Persistence of the 80% Loss Rate

    · MPRA 129364 · DOI 10.5281/zenodo.20509707

    Related book: FX Traders vs Brokers

  6. The AI Infrastructure Repricing: Five Vectors, Four Geopolitical Fronts, and the Structural Short

    · MPRA 129363 · DOI 10.5281/zenodo.20509815

    Related book: The China AI Disruption Thesis

Djellal Djouad's research profiles

ORCID · Google Scholar profile · SSRN author page · RePEc / IDEAS profile · MPRA author page · Amazon author page · Research notes in the CrossVol Research newsletter