Cryptoeconomics through new global currency studies

CHALLENGE

Cryptocurrency startup needs clearly defined bridging of well established conventional macroeconomics theories and the new frontier in alternative finance: cryptoeconomics. As cryptoeconomics is uncharted waters innovative reconsideration of conventional finance was needed.

CHALLENGE

Tristique Turpis Ltd.

WHAT WE DID

Reassessment of supply-demand theories/ Market making calculations for the new cryptocurrency / Free market theory / Incentive studies

Deutsche Bank Option Trading (Volatility Arbitrage)

CHALLENGE

Creating a profitable trading operation by carrying out successful option trading strategies based on different volatilities priced in options in the market issued by various financial institutions. Automation was key in this project and this was achieved by reverse engineering the Black & Scholes Formula in real time and screening thousands of options continously.

PARTNERS

Deutsche Bank

WHAT WE DID

Coding / Quantitative Modeling / Derivative Pricing / Vega Hedging