Insights
Notes from the risk surface. Research on tail hedging, scenario design, and options markets.
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Topics in progress
Tail Hedging
The hidden cost of 'always-on' crash insurance
Tail Hedging
When monetization rules matter more than strike selection
Scenario Design
Scenario libraries: why '2008 again' isn't a plan
Market Structure
Skew as a sentiment indicator (and when it lies)
Tail Hedging