Market Structure
Dealer Positioning and Spot-Vol Feedback Loops
Published: 12 August 2026
An assessment of gamma exposure concentration and its influence on intraday liquidity resilience across index complexes.
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Institutional Research Library
Our publications focus on risk transfer mechanics, volatility pricing behavior, and forward-looking capital allocation implications. Reports are prepared for professional decision cycles and risk committees.
Options & Volatility
Term Structure Stress and Earnings Dispersion
Published: 30 July 2026
Framework for isolating event-volatility dislocations and mapping carry decay against post-event distribution shifts.
Read Research →Capital Allocation
Systematic Overlay Design for Equity Drawdown Control
Published: 19 July 2026
Compares collar, put-spread, and dynamic call overwrite overlays under asymmetric recession-path scenarios.
Read Research →Macro Observations
Cross-Asset Volatility Transmission Watch
Published: 03 July 2026
Weekly monitor on rates-vol, credit spread convexity, and equity implied correlation as recession probability inputs.
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