A collection of research notes written for clarity rather than for journal review. Each paper documents a single idea, dataset, or framework end-to-end, with the analysis, figures, and source data made available where possible.
A minute-resolution dataset of BTC and ETH fee markets spanning April 9 – May 9, 2026 (42,279 observations) is used to document baseline fee dynamics during a calm regime: weak cross-chain co-movement, a clean BTC-mempool relationship, a broken ETH-mempool relationship traceable to public-API artifacts, distinguishable diurnal profiles, and a near-zero fee-price relationship.
Introduces the Optionality Cost Ratio (OCR), defined as the ratio of at-the-money call premium to underlying price, as a model-free scalar transformation of Black-Scholes implied volatility. Develops a systematic portfolio framework combining OCR-based entry filtering, LEAPS on distressed equities with documented catalysts, T-bill barbell rebalancing, and Kelly-consistent sizing.