CrossVol Research · Xuất bản 2026-05-15
The manifesto. How a derivatives desk reads markets through four lenses.
The methodology essay that frames the rest of the CrossVol Research catalog. Four lenses are introduced as a single coherent reading: gamma microstructure (BGE), cross-asset macro divergence (CAID), FX dealer asymmetries (FXTvB), and convergent fragility (Convergent Faults). The essay locates the lenses in the longer history of cross-asset research, from Markowitz through Mandelbrot to the post-2008 dealer-balance-sheet literature.
Đối tượng độc giả. For readers who want the framework before the case studies.