Нотатки

Фахівець із фінансових ринків і незалежний дослідник у галузі кількісних фінансів. Співзасновник CrossVol Research.

Research notes in the CrossVol Research newsletter: full list, newest first →

Усі нотатки

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

Дизельна зима Європи: енергетичний шок 2026 року, який закладають усі ринки, окрім акцій

2026-08-08

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

Five Signals, One Screen, No Consensus: What the Options Market Is Actually Pricing on July 3

2026-07-03

Note

The AI Debt Trojan: Why the US IG Index Just Got Prettier and More Fragile

2026-07-03

shadow-banking

Inside the Coming Crash: Four Convergent Faults in the $3 Trillion Shadow Banking Stack

2026-06-12

Note

Нотатки

The Treasury Basis Trade: Mechanics, Current Stress, and the Shared Tail

The Vehicle Beside the Balance Sheet: Broadcom, Hyperscaler CDS, and the 60 Billion Dollar Question

Same Symptoms, Different Disease: why 2026 is not a rerun of 2022

Дизельна зима Європи: енергетичний шок 2026 року, який закладають усі ринки, окрім акцій

The Complex Voted: Brent Cracked 100 and Every Desk Called It a Spike

The VVIX Is Paying for a Volmageddon: VIX Options, Contango, and Positioning into October 2026

Asian Tech Rips, the Refining Distortion, and the Euro's Ceiling: The Desk View for 15 July 2026

Hormuz, the CPI Print, and Japanese Repatriation: The Risk Confluence of 14 July 2026

The Rotation Trade Goes Granular: Small Caps, Equal-Weight, and Chips to Hyperscalers into Q2 Earnings

Oil Market Update, 13 July 2026: Hormuz Escalation, a Bullish Skew, and the Return of the War Trade

Five Signals, One Screen, No Consensus: What the Options Market Is Actually Pricing on July 3

The AI Debt Trojan: Why the US IG Index Just Got Prettier and More Fragile

Inside the Coming Crash: Four Convergent Faults in the $3 Trillion Shadow Banking Stack

HLEND second-quarter 5 percent gate confirms the Convergent Faults thesis

Inside the B-book Machine: How Retail FX Brokers Make Money From Your Losses

The Hormuz Stalemate: Why Neither Side Can Fold

The AI infrastructure financing loop

Open-source derivatives toolkit on GitHub