A research framework examining systemic amplification in modern financial markets.
This project studies how collateral systems, derivatives hedging flows, securities lending constraints, and fragmented execution architecture interact to produce nonlinear price dynamics.
SAI — Systemic Amplification Index
BSPI — Borrow Shock Pressure Index
manuscript/ — research papers and LaTeX files
data/raw/ — raw datasets used for analysis
data/processed/ — cleaned datasets
figures/ — charts used in the paper
notes/ — research notes and exploratory ideas
references/ — academic papers and sources
Working paper draft and framework development.