decentralized bankster
0xEvanMEV Arbitrage on Olympus POL
1 - Abstract 2 - Intro 2a - MEV Arbitrage 2b - Olympus POL 3 - Data Collection 3a - Sushiswap LP 3b - Olympus POL 4 - Results 4a - Swap Distributions 4b - Swap Statistics 4c - Buy/Sell Trading Flows 5 - Final Remarks 1 - AbstractMaximal extractable value (MEV) bots perform atomic arbitrage transactions on DEX-based liquidity pools. Although accounting for less than 1% of total unique addresses, these bots execute the majority of transactions in Olympus protocol owned liquidity (POL) both in t...
0xEvanTIL #2 - The AMM Design Trilemma
Recently I have been on a quest to understand AMM’s from a historical context (pre-DeFi). This 2013 paper by Othman et al titled “A Practical Liquidity-Sensitive Automated Market Maker” takes an axiomatic approach to unify AMM designs by characterizing AMMs by three properties - path independence, translation invariance, and liquidity sensitivity.1 - Three properties to characterize AMMs - path independence, translation invariance, and liquidity sensitivityPath IndependencePath independence m...
0xEvanThe Emergence of Liquidity as a Service (LaaS) DeFi Industry
Why is liquidity important?Liquidity is important because all of crypto runs on liquidity just like the world runs on fossil fuel energies. Protocols and platforms that have high liquidity depth will be able to support more efficient trades. Over time this creates a monopolistic moat vs other protocols and platforms similar to how corporations like Google and Microsoft print money at will. Liquidity mining has proven to be the go to method for DeFi startups to bootstrap liquidity. This was in...
0xEvanMEV Arbitrage on Olympus POL
1 - Abstract 2 - Intro 2a - MEV Arbitrage 2b - Olympus POL 3 - Data Collection 3a - Sushiswap LP 3b - Olympus POL 4 - Results 4a - Swap Distributions 4b - Swap Statistics 4c - Buy/Sell Trading Flows 5 - Final Remarks 1 - AbstractMaximal extractable value (MEV) bots perform atomic arbitrage transactions on DEX-based liquidity pools. Although accounting for less than 1% of total unique addresses, these bots execute the majority of transactions in Olympus protocol owned liquidity (POL) both in t...
0xEvanTIL #2 - The AMM Design Trilemma
Recently I have been on a quest to understand AMM’s from a historical context (pre-DeFi). This 2013 paper by Othman et al titled “A Practical Liquidity-Sensitive Automated Market Maker” takes an axiomatic approach to unify AMM designs by characterizing AMMs by three properties - path independence, translation invariance, and liquidity sensitivity.1 - Three properties to characterize AMMs - path independence, translation invariance, and liquidity sensitivityPath IndependencePath independence m...
0xEvanThe Emergence of Liquidity as a Service (LaaS) DeFi Industry
Why is liquidity important?Liquidity is important because all of crypto runs on liquidity just like the world runs on fossil fuel energies. Protocols and platforms that have high liquidity depth will be able to support more efficient trades. Over time this creates a monopolistic moat vs other protocols and platforms similar to how corporations like Google and Microsoft print money at will. Liquidity mining has proven to be the go to method for DeFi startups to bootstrap liquidity. This was in...
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Using Topological Data Analysis to Identify Distinct MEV Behavior (blog, November 2022)
Using Topological Data Analysis to Identify Distinct MEV Behavior (paper, November 2022)
MEV Arbitrage on Olympus (October 2022)
Feedlot: trading with safe, low latency price oracles (April 2023)
Applying Balancer’s Managed Pool Controllers to Manage Liquidity in Bonding Curves (December 2022)
Pari-Mutuel Market Design (August 2022)
The AMM Design Trilemma (August 2022)
RMM-01 Concentrated Liquidity Analysis (July 2022)
Replicating Market Makers and Super Hedging Portfolios (May 2022)
Liquidity Management and Supply Issuance Optimization Model (April 2022)
Quantitative Modeling on Rebase Tokens (Ohm) (January 2022)
Crypto Speculation Index (CSI) (January 2022)
Why Decentralized Algorithmic Stablecoins Win the Stablecoin Wars (UST, BEAN) (December 2021)
Applications of Graph Theory on the Structure of a DAO (November 2021)
Quadratic Reciprocity of Lucas Polynomials (December 2021)
Groebner Basis and Automated Geometric Theorem Solver (Mathematica, April 2021)
Measure Theory - Lebesgue Integration (May 2020)
Abstract Algebra - Groups, Kernels, Normal Subgroups (November 2020)
Perceptron Neural Networks (May 2020)
Using Topological Data Analysis to Identify Distinct MEV Behavior (blog, November 2022)
Using Topological Data Analysis to Identify Distinct MEV Behavior (paper, November 2022)
MEV Arbitrage on Olympus (October 2022)
Feedlot: trading with safe, low latency price oracles (April 2023)
Applying Balancer’s Managed Pool Controllers to Manage Liquidity in Bonding Curves (December 2022)
Pari-Mutuel Market Design (August 2022)
The AMM Design Trilemma (August 2022)
RMM-01 Concentrated Liquidity Analysis (July 2022)
Replicating Market Makers and Super Hedging Portfolios (May 2022)
Liquidity Management and Supply Issuance Optimization Model (April 2022)
Quantitative Modeling on Rebase Tokens (Ohm) (January 2022)
Crypto Speculation Index (CSI) (January 2022)
Why Decentralized Algorithmic Stablecoins Win the Stablecoin Wars (UST, BEAN) (December 2021)
Applications of Graph Theory on the Structure of a DAO (November 2021)
Quadratic Reciprocity of Lucas Polynomials (December 2021)
Groebner Basis and Automated Geometric Theorem Solver (Mathematica, April 2021)
Measure Theory - Lebesgue Integration (May 2020)
Abstract Algebra - Groups, Kernels, Normal Subgroups (November 2020)
Perceptron Neural Networks (May 2020)
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