C-TIER technique
Λ-Vol framework — regime-driven vol propagation model
100k ft — What is this?
Λ-Vol framework — regime-driven vol propagation model
50k ft — Why care?
@quant_research_decoded on 'Λ-Vol', a volatility framework modeling vol as regime-conditional feedback/absorption, tracking pressure buildup and unwind across assets and horizons. Private industry research; useful as a vol-modeling reference.
10k ft — Key takeaways
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5k ft — Tools & techniques
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algorithmic trading
1k ft — Deep-dive / try it
The model shown (Λ-Vol) is part of a broader series of Volatility Frameworks developed during my time as Quant Researcher at my current firm:
Λ-Vol models Volatility as the interaction of regime conditions, reinforcing and stabilising market feedback and risk absorption.
It tracks how volatility pressure builds, propagates and unwinds across assets and horizons. We first started by first deriving it at an equations / mathematical level, then building up the framework from there.
📣 To learn more check the link in my Bio.
Quant Researchers are hired to find solutions to questions that may come down from their portfolio manger for example.
There are no solutions that are found in papers. Academics publish papers as it’s a crucial part of their career. However in industry, researchers ar…
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