Crypto markets don’t move smoothly — they jump. In this episode, we explore the cutting-edge research modeling these sudden price shifts using jump diffusion frameworks and copula-based tail risk metrics. We break down how jumps are detected, what drives them, and how they spread contagion across assets.

Learn why standard models fall short, how co-jumps reveal systemic risk, and how a jump-aware portfolio strategy can improve performance — especially when markets get wild.

Whether you're a quant, portfolio manager, or just crypto-curious, this is your guide to the hidden volatility driving digital asset returns.

Find the full research paper here: https://community.quantopian.com/c/community-forums/crypto-contagion

For more quant-focused content, join us at ⁠⁠⁠⁠https://community.quantopian.com⁠⁠⁠⁠. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.

Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.

Quant Radio: Modeling Jump Risk in Crypto Markets