Halcyon Waters
@Halcyon_Waters
Crypto options data & intelligence: vol surface, 37 Greeks, cohort positioning, 3+ exchanges. Built by ex-bank quants 👉 with REST API
Joined August 2024
91 Following 99 Followers
The only missing piece in RFQ game at any crypto-exchange is a clear understanding of the motivation standing behind these trades.
We initiated a long-term systematic studies in connection to the market microstructure based on data
Soon at #PuntaAllen#
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Derive's RFQ is where the largest trades in onchain options happen.
The biggest single trade ever executed on Derive was $210M notional in one structure. Trades above $10M notional clear almost every day.
But the RFQ is not just for whales. Read more 👇
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