Rates, Volatility & the Current Setup
How the rate environment is shaping equity vol surfaces, what the bond market is signaling, and where I see asymmetry in positioning.
Read note →Notes on macro, rates, volatility, and derivatives — written from a quantitative research perspective. Personal views only, not investment advice.
Subscribe via RSS →Live LSEG Workspace news integration is planned — curated headlines on rates, equities, and vol will appear here once API credentials are configured.
How the rate environment is shaping equity vol surfaces, what the bond market is signaling, and where I see asymmetry in positioning.
Read note →Reading skew, term structure, and implied vs. realized vol to understand what derivatives markets expect over the next few months.
Read note →Separating durable ML infrastructure from narrative-driven multiples — where quant research adds edge when sentiment runs ahead of fundamentals.
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