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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
Halcyon Waters
@Halcyon_Waters
2026.07.25 11:39
Most iron condor backtests use mid price. We use cohort-level bid/ask depth across Deribit, Derive, Thalex to test what you’d actually fill at
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