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Multi‑Dimensional Correlation Anatomy
- Currency vol surfaces are multidimensional because every pair implies many correlation triangles and constraints.
- Dealers cannot keep hundreds of triangle relationships perfectly aligned, which creates relative-value opportunities.
Design For Quote Scarcity And Data Shifts
- Expect OTC dealers to widen or stop quoting in stress and design execution to handle quote scarcity.
- Build robust data and infra because feed changes can break delta and automated trading.
Recover Position Signals Proactively
- Invest in position-reconstruction tools or regulation-backed reporting to infer market flows and dealer positioning.
- Use those signals to avoid being blind to crowd exposures and gamma risks.