Institutional-grade convexity analytics, distilled, democratized, engineered for edge.
“Professional-grade anomaly telemetry — a persistence-aware convexity detector, not a toy UOA feed.”— Institutional Volatility Desk, early beta user
ConvexityIQ transforms raw options telemetry into a persistence-aware market-state instrument. Options surfaces often reprice before equities, embedding asymmetric information in volatility long before it appears in price. Most of that information is fleeting — visible, but not usable.
ConvexityIQ is built to separate what merely appears from what survives. We model convexity decay explicitly, measuring persistence, liquidity, and reinforcement across time — not just instantaneous repricing. Signals are evaluated on whether they remain structurally executable, not whether they were momentarily loud.
ConvexityIQ resolves that survivorship into a standardized market-state readout and a gated execution layer, making convexity persistence comparable across time, instruments, and regimes.
ConvexityIQ does not predict returns or price direction — it measures whether asymmetric opportunity remains structurally exploitable.
The result is convexity intelligence engineered for real decisions: fast validation, disciplined exits, and sizing that adapts to regime. Not a scanner. Not a feed. A durable edge layer designed to function when noise is high and survivability is scarce.
Market-State Framework
ConvexityIQ Market-State Indices
CRI measures regime health. CIX measures survivability once convexity appears.
Market Activity ≠ Usable Convexity
Survivability determines edge.
CRI — Convexity Regime Index
Measures whether convex opportunity is structurally forming, surviving, or failing.
CRI is a persistence-aware market-state readout (not volatility, not price direction). It reflects the health of survivorship across the qualified corridor.
CIX — Convexity Survivability Index
Measures how long convex signals persist once they appear.
CIX compresses when signals decay quickly and expands when convexity survives long enough to execute. It is a durability metric, not a forecast.
Corridor / Survivorship Detection
Separates surface activity from persistence-qualified structures.
Noise → Transition → Carry
Visible, loud, non-survivable. Fails persistence gates.
Early-stage pipeline. May promote or decay without reinforcement.
Persistence-qualified ridge. Survivable structures only.
Alpha, Systematized
Signal Science
- Convexity-First Analytics: Detects structurally meaningful repricing in options — capturing edge before equity price discovery completes.
- Mispricing Fingerprints: Identifies rare, persistent dislocations instead of short-lived noise.
- Pre-Catalyst Signals: Surfaces contracts that move ahead of news and events.
- Persistence Half-Life (αHL): Quantifies survivability in trading days — signals are ranked by how long convexity actually lasts.
- Convexity Decay Harvesting: Alpha is extracted from the decay of option-side convexity into realized delta — not from price prediction.
- Market-State Indexing (CIX/CRI): A VIX-like regime readout that converts convexity survivability and decay into a comparable market capacity score.
- Corridor / Survivor Detection: Separates Noise vs Transition vs Carry so you only trade structures that pass persistence gates.
- Temporal Asymmetry Mapping: Models the lead-lag between option repricing, convexity decay, and equity absorption.
Execution & Risk
- Capacity-Proof Edge: Targets smaller setups where large institutions can’t easily participate.
- Regime-Aware Risk Gating: Stress-tests signals against volatility, yields, liquidity, and crypto sentiment.
- Auto-Execution Tilts: Produces regime-aware allocation guidance with disciplined, slippage-aware constraints.
- Selector Qualification: Contract-level list filtered by ROI persistence + liquidity — built for execution, not screenshots.
- Run Auditability: Every run is timestamped (run_key) and reproducible from ciq.db — no discretionary “magic” prints.
- Sizing by Regime: Trade duration and aggression adapt to CRI state (Destroying / Degrading / Stable / Building).
Meta-Structure
- Measurement-First Architecture: ConvexityIQ measures market state and survivability — it does not predict prices or issue discretionary trade calls.
- Transparent Scorecards: Every signal carries its horizon, decay profile, and persistence rank.
- Noise-to-Signal Filtering: Only durable anomalies survive gating.
- Continuous Learning: Feedback loops refine structure as regimes evolve.
- Public / Private Publishing: Runs can be published or kept private via explicit public_mode controls + audit trail.
- Canonical Output Schema: Stable JSON/console artifacts across runs — designed for downstream dashboards and licensing.
Licensing & Deployment
- Console License: Web console + index + selector outputs for discretionary desks and PM workflows.
- Data / API Feed: Canonical JSON artifacts (CIX/CRI, corridor, selectors) for internal dashboards and model ingestion.
- Private Runs / On-Prem: Keep runs private (public_mode=0), run inside your environment, and retain full audit trails.
The product is designed to be licensed like an index + feed: repeatable, auditable, and comparable across time.
Problem → Solution
Most options “signal” is noise. ConvexityIQ measures what survives.
Options telemetry is rich — but most anomalies are non-executable. ConvexityIQ is built to detect the subset that persists long enough to be traded, and to contextualize that persistence as a market-state.
Noise overwhelms signal
Volume spikes, UOA screenshots, and Greek snapshots don’t tell you what survives. They tell you what happened.
- False positives dominate raw options feeds.
- Most dislocations decay before validation.
- Execution windows are shorter than people think.
Timing is the edge
The opportunity is not the repricing — it’s capturing it before it decays.
- Signals have a half-life.
- Persistence is measurable.
- Survivorship enables disciplined sizing and realistic execution windows.
We make it tradeable
ConvexityIQ converts raw option repricing into structured, gated, regime-aware outputs.
- Index Console (CIX/CRI): market-state readout.
- Survivor corridor: Transition + Carry structures.
- Selector list: contracts filtered by persistence + liquidity.
How it works
From raw telemetry → survivorship gating → regime resolution.
Options surfaces reprice before equities. ConvexityIQ isolates the dislocations that persist, then resolves them into a regime framework that governs selectivity and execution.
1) Signal intake
High-resolution option telemetry across underlyings, maturities, and strikes.
- Multi-horizon ROI curvature
- Volatility surface dislocation detection
- Liquidity-aware sampling
2) Persistence gating
Survivorship filters remove noise, short-lived bursts, and non-executable artifacts.
- Half-life + decay mapping
- ROI persistence qualification
- CQ gating to reduce false positives
3) Regime resolution
Outputs are contextualized into a market-state framework that governs sizing, duration, and selectivity.
- Noise vs Transition vs Carry classification
- Corridor breadth + survivorship concentration
- CIX/CRI market-state readout
Why ConvexityIQ
Convexity does not fail when markets get noisy. It fails when survivability disappears.
Participation can widen and narratives can multiply — yet exploitable convexity can still contract. ConvexityIQ exists to measure that distinction directly: activity vs durability, direction vs survivability.
What survives is what matters
The edge is not where price moves most — it’s where convexity persists long enough to be executed.
- Separates activity from durability
- Measures persistence instead of direction
- Turns survivorship into structured decision infrastructure
A market instrument, not a thesis
ConvexityIQ outputs are not opinions or forecasts. They are time-stamped market-state measurements derived from options persistence.
- Comparable across time (index-like)
- Auditable (run_key + ciq.db)
- Designed for disciplined validation + exits
The Math
A persistence-aware model of convexity decay.
Convexity dislocations are real — but they decay as markets absorb them. ConvexityIQ formalizes that decay into a survivorship framework.
Core idea
Convexity is only valuable if it persists. We model the decay curve of opportunity and measure half-life.
- Decay curves for signal half-life
- Persistence rank + corridor breadth
- Index aggregation for regime state
Outputs
Two canonical artifacts — one market-state, one execution-layer.
- Index Console (CIX/CRI): VIX-like market capacity
- Survivors + Selector sets: corridor + contracts
- Designed to feed dashboards, reports, and APIs
Decay Curve of Option Signals
Signals decay. Survivorship is the capture region.
ConvexityIQ is engineered to detect and deliver signals inside the window where they can still be executed.
Insights
Convexity intelligence that behaves like an index + feed.
Designed to be recognized as a market instrument: repeatable, auditable, and useful even when the market is noisy.
Regime diagnostics
The index readout tells you what the market supports right now.
- Corridor breadth
- Carry survivorship concentration
- Transition pipeline health
Execution layer
Selectors are filtered for what you can actually trade.
- ROI persistence + liquidity gating
- CQ-qualified contracts
- Timeboxed convexity opportunities
Reporting & audit
Everything is designed for verification and downstream reuse.
- Canonical artifacts (console + JSON)
- run_key & database audit trail
- Compatible with Substack / PDF / dashboards
About
A persistence-aware convexity detector — built as decision infrastructure.
ConvexityIQ is a measurement system: it quantifies survivability, detects corridor compression/expansion, and surfaces what remains executable.
What it is
A market-state instrument derived from option convexity persistence, not a news-driven scanner.
- Measures survivorship, not direction
- Built for systematic selectivity
- Designed for repeatable execution
Who it’s for
Individual traders, small funds, and desks that need institutional-grade convexity insight without institutional bureaucracy.
- Capacity-aware opportunities
- Execution-first design
- Index + feed licensing model
Get access
Join the waitlist.
We’re onboarding a small cohort of early users. If you want first access to the Index Console + Selector feed, drop your email.
Waitlist
Early users get access to the Index Console (CIX/CRI) and contract-level Selector outputs.
Newsletter
Get periodic structural notes on convexity survivorship, corridor dynamics, and regime state.