The power of institutional convexity analytics — simplified, democratized, and built for you.
ConvexityIQ takes the tools usually locked inside hedge funds and quant desks — convexity modeling, multi-horizon ROI analysis, and persistence gating — and makes them accessible to individual traders and nimble funds. Instead of dense Greek reports and theoretical models, ConvexityIQ delivers a clear, ranked feed of option dislocations that have actually repriced abnormally over days and weeks. By stripping away institutional bureaucracy and scale constraints, ConvexityIQ empowers you to capture repeatable convexity alpha in places big money can’t reach — fast, disciplined, and on your terms.
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Alpha, Systematized
- • Convexity, Not Greeks: ROI-5/10/20 measures realized repricing across time windows—no fragile delta models.
- • Mispricing Fingerprints: Flags asymmetric convexity dislocations with multi-day persistence, not random blips.
- • Pre-News Drift: Surfaces contracts that reprice before catalysts, front-running the slow money.
- • Capacity-Proof Edge: Exploits small/mid-cap setups institutions can’t size into.
- • Regime-Aware Risk: Entries gated by VIX, yields, BTC dominance, and CDS stress—no blind exposure.
- • Auto-Execution Tilts: Rules trigger tilts (e.g., ETH on BTC.D <62.5%) with slippage-aware execution.
- • Transparent Scorecard: Every signal ships with ROI horizon, decay profile, and persistence rank.
- • Noise → Signal: Persistence filters reduce false positives—only durable convexity makes the list.
- • Risk-Disciplined: Scout sleeves (0.5–1.0%) + hard exit rails ensure asymmetry without blowups.
- • Continuous Learning: Feedback loop adapts allocations and convexity weights in real time.
ConvexityIQ goes beyond static Greeks — it tracks realized convexity asymmetries across multiple horizons. Where Greeks ask, “How sensitive is this option right now?”, ConvexityIQ asks,“Has this contract actually repriced abnormally over days or weeks, and is that signal persistent?”
In doing so, it bridges the gap between theory (Greeks) and market reality (multi-window dislocations). From theoretical sensitivity to proven real dislocations — ConvexityIQ captures convexity where it persists.
The Problem → The Solution
The Problem
Institutions can’t tactically deploy 0.5–1.0% positions in illiquid asymmetries — leaving alpha crumbs behind.
Our Solution
ConvexityIQ harvests those crumbs. We pair simple math with persistence gating and risk rails to transform dislocations into scalable signals.
How ConvexityIQ Works
We continuously ingest real-time data — ETF flows, options skew, macro prints, and crypto caps — along with ROI-5/10/20 convexity scans from the Tactical Convexity Engine (CCTE).
Dynamic thresholds (BTC dominance, VIX, yields, CDS spreads) filter signals through regime-aware risk gates — ensuring we act only when probabilities stack in our favor.
Reinforcement-learning allocators distribute capital across conviction-weighted sleeves (Crypto, Gold, AI/Tech, EM-Asia, Liquidity, Defensive Rotation).
Adaptive trading algorithms minimize slippage, while tilt triggers (like ETH tilt on BTC dominance <62.5%) capture regime shifts in real time.
A continuous feedback loop refines performance, while the LLM Copilot clusters signals into themes and generates narrative insights for decision support.
Why it matters: ConvexityIQ isn’t just a static allocation model — it’s a self-adapting convexity system-of-systems. The CCTE supplies dedicated convexity intelligence, and the full pipeline ensures signals translate into disciplined, production-ready execution.
Why ConvexityIQ?
- Convexity Edge: Multi-horizon ROI-5/10/20 engine.
- Noise → Signal: Persistence filters reduce false positives.
- Small-Cap Friendly: Designed for opportunities large funds can’t touch.
- Risk-Disciplined: Scout sleeves (0.5–1.0%) + exit rails.
Early Insights / Blog
Coming soon: ConvexityIQ Alpha Letters — weekly convexity scan highlights. Subscribe to be notified when it launches.
About ConvexityIQ
ConvexityIQ is built by quants who saw institutions leaving structural edge untapped. Our mission is to systematize convexity discovery and democratize access to these anomalies — without revealing proprietary signal IP.
ConvexityIQ is an AI-driven investment intelligence platform built to turn market complexity into repeatable alpha. It continuously ingests real-time signals across ETFs, options, macro data, and crypto markets, then applies regime-aware risk gates and reinforcement-learning allocators to direct capital into the most compelling themes.
At the core is the Tactical Convexity Engine (CCTE), a specialized module that scans the options universe, detects convexity asymmetries across multiple horizons, and feeds those insights into the broader pipeline. Combined with dynamic execution and a continuous feedback loop, ConvexityIQ adapts with every trade—surfacing opportunities institutions often overlook.
The result is a self-adapting, convexity-first system-of-systems: one that learns, reallocates, and scales across sleeves like Crypto, Gold, AI/Tech, EM-Asia, Liquidity, and Defensive Rotation. ConvexityIQ delivers a rotation-aware, globally integrated framework that bridges advanced quantitative research into practical, production-ready portfolio execution.
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