How to prepare quant trading interview
quantitative reasoning testWith the idea being, they can teach how the markets work, but they cannot teach how to think.code parthttps://medium.com/@camdenko/quant-trader-intern-interview-guide-for-beginners-pt-1-background-2c8442bbfccfExperienceAlgorithmic Trader - DeFi at Wintermutehttps://twitter.com/emgurevich/status/1379333986921672710?lang=en 8 trader assessment batches, about 200 pre-qualified candidates completed screening tests, 40 people did our assessment center and 2 got hired Int...
Micro Price
定义micro pricea limit of expected future mid-prices, conditional on the current mid-price and imbalance以当前的中间价格,价差和订单簿不平衡为条件,对未来预期的中间价格进行限制。结论1s mid-price change 和 order book imbalance 成正比daily consistent, hourly consistent,但是adjustment 和当阶段的波动性相关spread seems not a good driving factor for mid-price changeVery important to select the right K样本内和样本外表现很好,consistency2个改变symmetry the micro price adjustment ==> v[0] = - v[-1]v[middle] = 0实现核心逻辑:不同区间的 order book imbalance,对应不同区间的 mid-price adjustment...
How to prepare quant trading interview
quantitative reasoning testWith the idea being, they can teach how the markets work, but they cannot teach how to think.code parthttps://medium.com/@camdenko/quant-trader-intern-interview-guide-for-beginners-pt-1-background-2c8442bbfccfExperienceAlgorithmic Trader - DeFi at Wintermutehttps://twitter.com/emgurevich/status/1379333986921672710?lang=en 8 trader assessment batches, about 200 pre-qualified candidates completed screening tests, 40 people did our assessment center and 2 got hired Int...
Micro Price
定义micro pricea limit of expected future mid-prices, conditional on the current mid-price and imbalance以当前的中间价格,价差和订单簿不平衡为条件,对未来预期的中间价格进行限制。结论1s mid-price change 和 order book imbalance 成正比daily consistent, hourly consistent,但是adjustment 和当阶段的波动性相关spread seems not a good driving factor for mid-price changeVery important to select the right K样本内和样本外表现很好,consistency2个改变symmetry the micro price adjustment ==> v[0] = - v[-1]v[middle] = 0实现核心逻辑:不同区间的 order book imbalance,对应不同区间的 mid-price adjustment...
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什么是 Curve:
stablecoins decentralised exchange
low fees and low slippage
liquidity pools like Uniswap, 每笔交易获取0.04%手续费
stake CRV ==> veCRV (vote-escrowed CRV 托管投票CRV) ==> 50% 所有交易费奖励(converted to stablecoins)
CRV token
必须要 staking(lock) 【只能ETH主网】,转换成veCRV,才有功能,
可以锁仓不同时间,从一周到4年。时间越长,投票权越大。1年=0.25,4年=1
staking ==> 获得 admin fee (50% on all trading fees)
fees buy 3CRV, the LP token for the TriPool(3Pool) ==> 转换成 stable coin
voting ==> DAO 提议和奖励分配 ==> DAO Dashboard
boosting ==> 选中pool,投票增强流动池奖励,最高2.5x

什么会影响 APY
质押人数和金额。每周奖励不变,质押人越多,相对的你的奖励越少
币价。币价上升,数量不变,每周奖励金额大
每周总奖励个数。取决于项目方

CRV token
什么是Gauges [仪表系统,衡量系统]
为 inflation 设计的
每个pool 都有自己的 gauge, 每个 gauge 都有自己的 weight 和 type
weight 由veCRV 投票决定,weight 决定 CRV 的 inflation 去哪
veCRV 随着解锁时间减少而减少
什么是Weights
750 000 CRV 日增量
DAO 决定哪些池子获得CRV ==> 用veCRV投票决定
投票只能在ETH主网,但可以投其他网的池子(Fantom,Arbitrum)
每10天,可以改变你的投票weights
Large weight doesn’t mean it’ll have a higher APY. Also depends on pool value
gauge weights are updated once a week on Thursdays around midnight UTC
72% ==> Y pool is currently receiving around 72% of the daily CRV inflation, all liquidity providers in the Y pool share 72% of the daily CRV
Token Economics
inflation 是怎么回事,固定的吗
目的 ==> 激励流动性提供者,让更多的人参与Curve
Inflation ==> 最后让 liquidity providers 对协议占控制权

Pool
sUSD, 有来自 Synthetix的奖励
iEarn ==> yearn
c ==> compound ==> lend protocol
renBTC & wbtc
MetaPools ==> [GUSD, [3Pool]] ==> need GUSD and 3Pool LP tokens.
Pool Factory ==> 每个人都可以创建 mepool,Mcap 至少 $3m
Deposit 有什么操作技巧
池子里什么少,存什么 ==> bonues ; 取的话,存量越多,取越便宜
Staking of $CRV for veCRV must be done on Ethereum. Rewards voting for cross-chain gauges occurs on Ethereum.
LP tokens (Liquidity provider token) ==> When you deposit into a Curve pool, you receive a counterparty token that represents your share of the pool.
yCRV is not wrapped CRV, it's a wrapped representation of ownership of yUSDC+yUSDT+yDAI+yTUSD deposits in the Curve Y pool (i.e. your share of the pool). Each pool on Curve has an LP token with a different name.
The SNX distributed is based on the number of people staking their LP tokens on Mintr which means your share of rewards gets lower if more people start staking
The price of SNX (the price of SNX going up would make the yearly bonus go up)
The size of weekly rewards (48,000 SNX as of today) could also be lowered as Synthetix reevaluates its partnership with Curve
The veCRV model popularized paying out fees in stable coins, this in itself, changes how participants think about fees. This changes the thinking of owning CRV from a denominated value (such as USD) to instead as a percentage of fee ownership. If CRV prices go down, you can purchase a cheaper claim on a greater percentage of stable fees.
什么是 Curve:
stablecoins decentralised exchange
low fees and low slippage
liquidity pools like Uniswap, 每笔交易获取0.04%手续费
stake CRV ==> veCRV (vote-escrowed CRV 托管投票CRV) ==> 50% 所有交易费奖励(converted to stablecoins)
CRV token
必须要 staking(lock) 【只能ETH主网】,转换成veCRV,才有功能,
可以锁仓不同时间,从一周到4年。时间越长,投票权越大。1年=0.25,4年=1
staking ==> 获得 admin fee (50% on all trading fees)
fees buy 3CRV, the LP token for the TriPool(3Pool) ==> 转换成 stable coin
voting ==> DAO 提议和奖励分配 ==> DAO Dashboard
boosting ==> 选中pool,投票增强流动池奖励,最高2.5x

什么会影响 APY
质押人数和金额。每周奖励不变,质押人越多,相对的你的奖励越少
币价。币价上升,数量不变,每周奖励金额大
每周总奖励个数。取决于项目方

CRV token
什么是Gauges [仪表系统,衡量系统]
为 inflation 设计的
每个pool 都有自己的 gauge, 每个 gauge 都有自己的 weight 和 type
weight 由veCRV 投票决定,weight 决定 CRV 的 inflation 去哪
veCRV 随着解锁时间减少而减少
什么是Weights
750 000 CRV 日增量
DAO 决定哪些池子获得CRV ==> 用veCRV投票决定
投票只能在ETH主网,但可以投其他网的池子(Fantom,Arbitrum)
每10天,可以改变你的投票weights
Large weight doesn’t mean it’ll have a higher APY. Also depends on pool value
gauge weights are updated once a week on Thursdays around midnight UTC
72% ==> Y pool is currently receiving around 72% of the daily CRV inflation, all liquidity providers in the Y pool share 72% of the daily CRV
Token Economics
inflation 是怎么回事,固定的吗
目的 ==> 激励流动性提供者,让更多的人参与Curve
Inflation ==> 最后让 liquidity providers 对协议占控制权

Pool
sUSD, 有来自 Synthetix的奖励
iEarn ==> yearn
c ==> compound ==> lend protocol
renBTC & wbtc
MetaPools ==> [GUSD, [3Pool]] ==> need GUSD and 3Pool LP tokens.
Pool Factory ==> 每个人都可以创建 mepool,Mcap 至少 $3m
Deposit 有什么操作技巧
池子里什么少,存什么 ==> bonues ; 取的话,存量越多,取越便宜
Staking of $CRV for veCRV must be done on Ethereum. Rewards voting for cross-chain gauges occurs on Ethereum.
LP tokens (Liquidity provider token) ==> When you deposit into a Curve pool, you receive a counterparty token that represents your share of the pool.
yCRV is not wrapped CRV, it's a wrapped representation of ownership of yUSDC+yUSDT+yDAI+yTUSD deposits in the Curve Y pool (i.e. your share of the pool). Each pool on Curve has an LP token with a different name.
The SNX distributed is based on the number of people staking their LP tokens on Mintr which means your share of rewards gets lower if more people start staking
The price of SNX (the price of SNX going up would make the yearly bonus go up)
The size of weekly rewards (48,000 SNX as of today) could also be lowered as Synthetix reevaluates its partnership with Curve
The veCRV model popularized paying out fees in stable coins, this in itself, changes how participants think about fees. This changes the thinking of owning CRV from a denominated value (such as USD) to instead as a percentage of fee ownership. If CRV prices go down, you can purchase a cheaper claim on a greater percentage of stable fees.
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