Volatility is here to stay. Don't hate it, trade it.
Volatility Protocol is DeFi's home for composable volatility. We create volatility models for popular DeFi protocols and publish real-time volatility indices for many types of assets.
Be the first to hear the latest. Subscribe now.
Composable volatility that works with all your favorite money legos
Introducing DeFi's Volatility Protocol
We publish robust and composable volatility data feeds that can be used to build and inform novel decentralized financial products and trading strategies.
Make volatility work for you
Don't let wild price fluctuations keep you on the sideline. Learn how to use volatility as a tool, and start to discover and refine the boundaries of your risk exposure.
Volatility gauges market sentiment in real-time
- Get insight into shifting market dynamics before they're well established using our live volatility feeds for every major crypto-asset.
Hedge LP risk in swap pools and lending markets
- Impermanent losses got you down? Volatility is the secret weapon employed by the greatest market minds to protect profits.
Build better products with volatility in mind
- Plug our real-time volatility feeds directly into your product or interface to use volatility as an input.
A quick look at recent volatility
This chart shows the ETH spot price, realized volatility, and the volETH Index.
Built from the ground up for DeFi
We created Volatility Protocol to make it easy to combine robust volatility modeling methodologies with other money legos to create unique and novel financial products.
Volatility measures tailor made for crypto assets
- Most classical models simply don't work well here, so we developed a new approach alongside one of the world's leading volatility experts.
Robust implementations backed by research and data
- Every feed we create is grounded in data consisting of millions of transactions across dozens of exchanges and DeFi protocols.
First-class composability with leading DeFi protocols
- Volatility Protocol plays well with others. We're open-sourcing examples of using our feeds with protocols like UMA, Balancer, Sushi & more.
The Volatility Team
Built by us.
Owned by you.
Volatility Protocol is developed and maintained by a distributed team with diverse backgrounds and expertise.
Co-Founder, Head of Engineering
Software Engineering & Product Strategy
Co-Founder, Head of Research
Game Theory & Decentralized Governance
Dr. Peter Reinhard Hansen
Award-Winning Volatility Forecasting Expert
J. Mark Ettinger, Ph.D.
Lead Data Scientist
Economic Models, Algorithms & Mathematics
Statistical Modeling, Analysis & Research
Senior Data Scientist
Technical Analysis & Machine Learning
Proprietary Trading & Macroeconomics
Your Name Here
Engineer, BizDev or Community Lead
Think you'd be a good fit? Let's talk.