The Cross-Currency Basis Nobody Prices Correctly
Why the basis persists, who is forced to pay it, and how convergence is monetized without a directional view.
18 years of institutional experience distilled into actionable frameworks, ebooks, and tools for serious market participants.
From signal construction to institutional-grade execution. The complete framework for systematic alpha.
מבניית סיגנל ועד אקזקיושן מוסדי. המסגרת המלאה לאלפא שיטתי.
Desk-grade calculators and simulators, free for anyone who takes markets seriously. Each tool has its own link, ready to share.
Model how capital compounds over time with recurring contributions. See year-by-year growth and the split between contributions and market return.
Open ToolSize a position the way an institutional desk does: from risk budget and stop distance, not from gut feel. Includes reward-to-risk output.
Open ToolA 50% loss needs a 100% gain to recover. Quantify exactly what any drawdown costs you in required return and in time.
Open Tool“Finally, a framework that speaks the language of institutional desks. This is what was missing.”
R.K., Portfolio Manager
“The systematic approach to relative value here is something I haven't seen published anywhere.”
D.S., Quant Researcher
“Clear, concise, and immediately applicable. Worth 10x the price.”
M.A., Prop Trader
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Why the basis persists, who is forced to pay it, and how convergence is monetized without a directional view.
The costs that quietly erase a beautiful backtest, and the controls institutional desks use to survive them.
Positioning and balance-sheet limits distort adjacent maturities. A structural map of where the pressure lands.
How local microstructure and hedging flows create repeatable relative-value windows on the ILS curve.
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