01 / MARKET INTELLIGENCE
Market Intelligence
Dealer gamma & vega exposure, SVI surfaces, structural fingerprints, liquidity maps. The dealer book, observed.
Market intelligence, paper-traded strategies, seven years of tick-level Deribit history, and real-time portfolio risk — in one platform built for desks that move size.
Request accessDealer gamma & vega exposure, SVI surfaces, structural fingerprints, liquidity maps. The dealer book, observed.
Composable paper-traded strategies with daily NAV, Greeks, and attribution. Track what your thesis would have done.
Replay any strategy against seven years of full-fidelity Deribit ticks. Sub-second resolution, real order-book state.
Real-time Greeks, VaR matrix, margin, attribution. Inverse-priced, BTC-quoted, eight-hour funding aware.
Every quote, trade, and order-book update at sub-second resolution. Backtests run against the actual market state, not a synthesised mid.
Five layers — structure, entry, risk, adjustments, exit — that you assemble. Eight intents, six templates, full JSON round-trip.
Inverse-options correctly priced via Black-76, BTC-quoted notionals, eight-hour funding, gamma acceleration as a first-class metric.
Conversational analysis of your live portfolio, your strategies, your Greeks — not a generic chat over public data.
Solo and micro-desk operators managing $100k–$5M in options notional, trading volatility as primary income.
$5M–$500M AUM teams that need institutional risk reporting, audit trails, and per-user data isolation.
Vol-surface and microstructure researchers who need full-fidelity tick data without vendor contracts.
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QuantStrix does not custody capital. We are a software platform. Deribit is the regulated venue.