Research
Practitioner papers drawn from systems actually built and markets actually traded. Downloading a paper takes a short registration — tell us who you are and what interests you.
The architecture of a production portfolio risk engine: risk as a cached view, continuous futures, spread explosion, six options models, regime-aware covariance, volatility floors, stress testing, limit governance — and how to sit the whole thing on top of a legacy ETRM/CTRM.
The daily analytics behind the Morning Brief: term-structure dynamics across crude, natural gas, and refined products, near-minus-far calendar spreads, seasonal patterns, and refining crack spreads.
Cointegration testing, z-score signals, and regime filters — including the pairs that failed. A framework for statistical arbitrage with negative results reported, not buried.
How AI agents can automate deal entry, lifecycle scheduling, confirmations, invoicing, and settlement — with risk management and human-in-the-loop governance built in from the start.
Paper:
Register below and the download will begin. Your details come directly to ScalarPhase.
Thank you — your download has started.