https://research.morphiqlabs.com Research notes and engineering write-ups from the Ferro suite, MorphIQ Quant, and Anvil. en-us Tue, 19 May 2026 00:00:00 GMT https://research.morphiqlabs.com/posts/determinism-as-a-correctness-contract https://research.morphiqlabs.com/posts/determinism-as-a-correctness-contract Tue, 19 May 2026 00:00:00 GMT Anvil Why Anvil treats bit-for-bit reproducibility as a testable property — and how an event-sourced core makes a backtest and a production run literally the same program. https://research.morphiqlabs.com/posts/svi-and-the-no-arbitrage-volatility-surface https://research.morphiqlabs.com/posts/svi-and-the-no-arbitrage-volatility-surface Wed, 06 May 2026 00:00:00 GMT Ferro Suite The raw SVI parametrization is five numbers per slice. Keeping a fitted surface free of butterfly and calendar arbitrage is where the real work — and the real math — lives. https://research.morphiqlabs.com/posts/wavelet-domain-regime-detection https://research.morphiqlabs.com/posts/wavelet-domain-regime-detection Wed, 22 Apr 2026 00:00:00 GMT MorphIQ Quant Markets change character at different speeds. The MODWT splits a return series into scale components whose variances add up exactly — which turns a vague question about regimes into an estimable one.