Ricercatore indipendente in derivati quantitativi. Fondatore di CrossVol Research.
Sixteen tankers off Oman with transponders dark. Two million barrels a day leaking out of the Gulf instead of seventeen. Oil down 30 per cent from the war peak. The market is pricing resolution. From where I sit on the desk, this is not a crisis that resolves. It is a stalemate that neither Iran nor the United States can publicly fold on. Published 10 June 2026 by Djellal Djouad.
Five Bloomberg, Barron's and MT Newswires reports of 9-10 June 2026 trace a closed financing loop linking Oracle, Apollo, Blackstone, Broadcom, Google, Anthropic, OpenAI, and former crypto-miner datacenter operators.
Dieci notebook Jupyter su pricing delle opzioni, gamma exposure e volatilità FX, disponibili liberamente su GitHub. Coprono greeks Black-Scholes, aggregazione gamma exposure, vanna-volga FX e ricostruzione del posizionamento dei dealer. Licenza MIT.