a non-comprehensive list of research
projects to which we are actively contributing
Quantitative Risk Analysis of Stablecoin Yield Strategies
Modelling Stablecoin Crashes
Game Theory of Stablecoins
Agent-Based Simulation of Stablecoin Systems
Profitability Survey of "Just in Time" Liquidity Providing
Emperical Evaluation of Tau-Reset Strategies in Uniswap V3
Risk Profile Characterization of Stablecoin Yield-Farming Protocols
Narwhal Reading List
a non-comprehensive list of research that inspires our work
Market Trends and Modelling
De Nard, Gianluca, Olivier Ledoit, and Michael Wolf. "Factor models for portfolio selection in large dimensions: The good, the better and the ugly." Journal of Financial Econometrics 19.2 (2021): 236-257.
Bartoletti, Massimo, James Hsin-yu Chiang, and Alberto Lluch-Lafuente. "A theory of automated market makers in defi." International Conference on Coordination Languages and Models. Springer, Cham, 2021.
Blockchain More Generally