Research - An Empirical Codex of Alternative Markets

A working compendium of definitions, formulas, and observed mechanics across alternative assets, options, volatility, derivatives and systematic strategies. Curated by EC Assets Research.

Topic guides

Options & Derivatives — A practitioner's guide to options and derivatives: pricing, the Greeks, spreads and structures — every entry…
Volatility — Implied and realised volatility, the VIX family, the volatility risk premium, skew, variance swaps and…
Macro & Multi-Asset — Rates, inflation, currencies and cross-asset mechanics — the macro concepts that drive portfolio outcomes…
Performance Measurement — Sharpe, Sortino, alpha, drawdown statistics and the other measures by which investment performance is judged…
Risk Management — Value-at-Risk, expected shortfall, stress testing and position sizing — how institutional portfolios define…
Hedge Funds & Alternative Strategies — Hedge fund strategies, fee structures, due diligence and the mechanics of alternative investment vehicles —…