\(dX_t = \mu_t dt + \sigma_t dB_t\)

\(df(t, X_t) = \left(\frac{\partial f}{\partial t} + \mu_{t}\frac{\partial f}{\partial x} + \frac{1}{2} \sigma^2_t\frac{\partial^2 f}{\partial x^2}\right) dt \\ + \sigma_t\frac{\partial f}{\partial x} dB_t\)

Bitquant Research Laboratories is a Hong Kong-based startup focusing on research and development of high-risk/high-reward open source financial systems, and to do quantitative and policy research to support these technologies.

We take the most advanced technology from astrophysics, computer science, and mathematical finance and make it useful to individual traders, family offices, and small hedge funds.

- * A Simple Macroeconomic Model of Bitcoin
- * Using Open Source Software to Investigate Put-Call Relationships of Shanghai Warrants

Mageia - We package scientific and financial software for the Mageia linux distribution.

Ph.D. career consulting - We provide free career consulting and resume review for math and physical science Ph.d.'s, particularly those interested in entering Wall Street

Bitcoin options - We are currently are researching the valuation of bitcoin options and the legal and regulatory framework which would govern option issuance.