CrossVol Research

Cross-asset volatility intelligence. Read flow through 4 lenses.

Education

We open-sourced the notebooks we use on trading desk : 10 modules, BSM to Heston

Jun 10, 2026

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1 min read

We open-sourced the notebooks we use on trading desk : 10 modules, BSM to Heston

Crossvol Research

May 31, 2026

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3 min read

What JPM Just Confirmed About 2027 AI Data Centers — PJM Grid Constraint × Hyperscaler CDS Divergence

60% of announced 2027 capacity is unbroken ground. Hyperscaler CDS volume is up 10× year-on-year. The bond market is six months ahead of equities.

Crossvol Research

oil

May 31, 2026

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5 min read

Three Views on Oil. Two Are Wrong.

WTI derivatives say $90. The Chevron CEO sees upward pressure into June and July. Asian upstream equities imply just $62.80 a barrel. The asymmetric trade sits in the gap.

Crossvol Research

May 28, 2026

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2 min read

Shanghai Just Confirmed the Token-Commoditization Thesis (and they're building futures on it)

Reuters, May 28: SHFE is designing AI token futures. Vector #1 of our China AI thesis just got the cleanest possible market validation.

Crossvol Research

May 28, 2026

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1 min read

Welcome to CrossVol Research — Read the market through four lenses.

Non-consensus research on derivatives, volatility, and macro flow. Two books, twelve underlyings, one framework.

Crossvol Research