AlphaSteph

This page contains all my quantitative research and trading-related write-ups.

• Modelling BTCUSDT to Investigate Alphas - Part I: Forecasting BTCUSDT Volatility with a Heterogenous Autoregressive Model
  2026-02-02

• Monetising Volatility Risk Premium for AAPL, Part III: Hedging with a Put Spread
  2026-01-12

• Studying the EURUSD Part I: How Should we Trade it?
  2026-01-05

• Monetising Volatility Risk Premium for AAPL, Part II: Risk Analysis of the Naked Put Strategy
  2025-12-28

• Monetising Volatility Risk Premium for AAPL, Part I: Risky Returns from Naked Puts
  2025-12-25

• First Post: What This Site Is
  2025-12-24