Mehdi Rhouzlane

Data Scientist · On-Chain Credit Risk & Derivatives

I work on risk and convexity in on-chain credit and derivatives. I trust a number when I've rebuilt it myself from public data. Lately the same instinct pulls me toward health: which signals in the body are worth acting on, and which are noise. I intend to be one of the best at this.

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Writing

2026 · Research

The Dimensional Shift

Why crypto liquidity became an institutional physics problem.

Locked

The Verifiable Quant Layer

The intelligence protocols can't compute — and the trust each import needs.

Opens with your code

Locked

From Protocol to Dealer

Stock, flow, and the game in the middle of a trade.

Opens with your code

Locked

Whose Gold Do We Floor First?

A deal study in gold, floors, and probabilities.

Opens with your code

Locked

Lock-In Summer

Two months of learnings — sealed until the close.

Releases 31 August 2026 · 00:00 ET