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.
Dealer gamma & vega exposure, SVI surfaces, structural fingerprints, liquidity maps.
Eight Deribit channels into a unified intelligence layer. Strike-by-strike DGEX and DVEX with σ-band tail ladders. Arbitrage-free SVI calibrated per expiry with butterfly and calendar diagnostics.
Composable paper-traded strategies with daily NAV, Greeks, and full attribution.
A five-layer strategy spec — structure, entry filters, risk budget, adjustments, exits — assembled from eight intents. Production-grade Black-76 pricing. Track records identical in mechanics to a live book.
Replay any strategy against seven years of full-fidelity Deribit ticks.
Sub-second resolution. Real bid-ask spreads, real order-book depth, real settlement mechanics — including LUNA, FTX, the ETF approval, two halvings. Multi-cycle stress tests run in parallel in the background.
Real-time Greeks, VaR matrix, margin, attribution.
Inverse-options correctly priced via Black-76 repricing in the VaR. Three-zone delta-band hedging with funding-cost gates. Gamma acceleration as a first-class metric — flagged before the move, not after.
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 — scoped to your actual positions, not a generic LLM 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.
Family offices and fund-of-funds evaluating crypto-options managers. Read-only investor dashboards with full performance attribution and audit trails.
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QuantStrix does not custody capital. We are a software platform. Deribit is the regulated venue.