Quantitative finance for digital assets

Bringing quantitative discipline to digital assets

Turning crypto from a world driven by hype and narratives into a market understood through data, models, and measurable signals.

Implied volatility surface, three models
k log moneyness −0.40 → +0.40T maturity 0.1y → 1.5yz implied vol
ρ correlation -0.41σATM 21.9%skew +2.5 volterm +7.2 volfit 4.1 bp
Illustrative parameterisations, not a live market fit. The real live surface is coming soon.
01

Where others chase narratives, we measure them.

02

Where markets are driven by emotion, we build models.

03

Where uncertainty dominates, we look for signals.

The firm

SQV3 is a quantitative finance firm focused on Web3 and digital asset markets. We combine financial mathematics, statistical research, systematic modeling, and technology to transform complex market data into actionable intelligence and robust quantitative strategies.

We sit deliberately between two worlds, bridging the methodological rigor of traditional finance with the pace, transparency, and structural novelty of crypto. We are fluent in both.

Our mission is to bring the rigor of modern quantitative finance to one of the world's most dynamic and fragmented markets, developing systematic frameworks that turn data into insight, insight into conviction, and conviction into decisions made with discipline.

No hype. No guesswork. Just research, data, and models built for the digital age.

Who we are

A small team by design, and it will stay that way. We bring together deep quantitative expertise, intellectual independence, and technological depth to solve hard problems in the rapidly evolving world of digital assets.

Quantitative finance

Derivatives pricing, stochastic modeling, and risk management carried over from traditional markets.

Statistical research

Time series econometrics, signal extraction, and rigorous out of sample validation.

Systematic engineering

Data pipelines, backtesting infrastructure, and execution systems built for fragmented venues.

Onchain & market structure

Protocol mechanics, liquidity topology, and the microstructure of digital asset venues.

15 years of combined experience across the desks, protocols and data providers that set the standard.
Kaiko Tezos Panoptic JP Morgan Deribit Uniswap Flowdesk Keyrock Re7 LPSM

Let's look at your problem with the numbers in front of us.

Research, advisory, and systematic frameworks for teams operating in digital assets.

Contact us amy@sqv3.com
Speaking

Put a quant on the stage instead of another narrative

Amy Khaldoun, founder of SQV3, speaks on how quantitative method changes the way digital asset markets are read: where the models earn their keep, where they quietly fail, and what separates a signal from a story.

Conference keynotes, panels, private sessions for desks and funds, university lectures and guest seminars, each pitched to the room, from students meeting the subject for the first time to practitioners who will argue with the math.

Amy Khaldoun on LinkedIn
Formats
Conference keynote Panel & moderated discussion University lecture or seminar Workshop for a desk or team Fireside & podcast
Invite our founder, Amy Khaldoun, to speak Please include the date, city, audience & format.