Derivatives researcher with 17 years of experience across equity, FX, and fixed income trading desks. Co-founder of CrossVol Research.
Author of four books published in nine languages:
- The Coming Shadow Banking Crash (amazon.com/dp/B0H4HMVSMR)
- Beyond Gamma Exposure (amazon.com/dp/B0H2RZGMY6)
- FX Traders vs Brokers (amazon.com/dp/B0H3VSV88X)
- The China AI Disruption Thesis (am...
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Derivatives researcher with 17 years of experience across equity, FX, and fixed income trading desks. Co-founder of CrossVol Research.
Author of four books published in nine languages:
- The Coming Shadow Banking Crash (amazon.com/dp/B0H4HMVSMR)
- Beyond Gamma Exposure (amazon.com/dp/B0H2RZGMY6)
- FX Traders vs Brokers (amazon.com/dp/B0H3VSV88X)
- The China AI Disruption Thesis (amazon.com/dp/B0H11WH3R9)
Five open access working papers on SSRN, MPRA, ResearchGate, Academia.edu, and Zenodo covering private credit systemic risk, AI infrastructure pricing, options microstructure, and FX structural biases.
Creator of a derivatives toolkit on GitHub, 10 Jupyter notebooks for finance students.
ORCID: orcid.org/0009-0002-4911-1118
crossvol.com
github.com/djellaldjouad/derivatives-toolkit
https://mpra.ub.uni-muenchen.de/129363/
https://www.researchgate.net/publication/406969317_CONVERGENT_FAULTS_A_Quantitative_Forensic_of_Private_Credit's_Synchronized_Systemic_Risk_2026-2027
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6879018
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6884658
https://ideas.repec.org/p/pra/mprapa/129365.html
Books :
https://www.amazon.com/stores/Djellal-Djouad/author/B0H7RYDFFC?ref=ap_rdr&shoppingPortalEnabled=true
https://www.goodreads.com/author/show/70427055.Djellal_Djouad
https://www.bookbub.com/authors/djellal-djouad?_gl=1*1l7z8ld*_gcl_au*MTgyMTc3NjExOS4xNzgxMTg5ODk4LjE1NjE2NDMwMjAuMTc4MzMzNTM3MC4xNzgzMzM1Mzg5*_ga*NzUzNDM3MTUwLjE3ODExODk4OTk.*_ga_CQ6ZYMZH0N*czE3ODM2MDUwNjMkbzYkZzEkdDE3ODM2MDgxNDUkajMzJGwwJGgwJGRRNTNTQ0l1NUttTlcwWXlXUkV4YzZCS3U3UXZxRFY5amlR
https://djellaldjouad.academia.edu/research
https://djellaldjouad.com/fr/blog/
https://scholar.google.com/citations?user=wOlMWVYAAAAJ&hl=en
https://www.google.fr/books/edition/The_China_AI_Disruption_Thesis/GGjiEQAAQBAJ?hl=en&gbpv=0
https://larryswedroe.substack.com/p/private-credits-convergent-faults
https://www.linkedin.com/posts/larry-swedroe-18778267_private-credits-convergent-faults-a-warning-activity-7482410887824162816-cTgl
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