Djellal Djouad
Specialist în piețele financiare și cercetător independent în finanțe cantitative. Cofondator al CrossVol Research. Signed, first-person notes from the desk on volatility, dealer positioning and cross-asset flow.
Cele mai recente noteToate notele →
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
Iarna diesel a Europei: șocul energetic din 2026 pe care fiecare piață îl cotează, cu excepția acțiunilor
2026-08-08
Brent
Brent
The Complex Voted: Brent Cracked 100 and Every Desk Called It a Spike
2026-07-25
Cărți
The Coming Shadow Banking Crash: Inside the $3 Trillion Ticking Bomb Un thriller financiar construit pe date reale: patru linii de fractură care converg sub piața de credit privat de 3.000 de miliarde de dolari.
2026 Beyond Gamma Exposure: A Four-Lens Framework for Options Traders Who See What GEX Misses Un cadru cu patru perspective pentru traderii de opțiuni care văd ceea ce GEX-ul standard ratează. · CrossVol Research, Cartea 1 din 3
2026 FX Traders vs Brokers: Vanilla and Exotic Options, Forwards, and Other OTC Structures: What Retail Traders Never See Opțiuni vanilla și exotice, forwarduri și structurile OTC pe care traderii de retail nu le văd niciodată. · CrossVol Research, Cartea 2 din 3
2026 The China AI Disruption Thesis: Why The Sell-Side Is Six Months Late On AI Infrastructure De ce partea de vânzare are șase luni de întârziere în privința infrastructurii AI. · CrossVol Research, Cartea 3 din 3
2026 CrossVol Research Serie de trei cărți pe Amazon.
SerieLucrări de cercetare
Research & elsewhere
The Crash Fuse Is Lit: Oracle, Bessent, the Yen and Quarter EndOracle's force majeure, a 237 bp CDS, SoftBank's ARM margin loan, Japanese repatriation and Bessent's strong yen push all meet at the September 30 quarter end.
All research notes in the CrossVol Research newsletter43 signed notes, newest first
43 notesCrossVol Research newsletterWeekly volatility and positioning reads
weeklyCrossVol Research on note.comThe same desk research in Japanese
JP