defi-research

/defi-research1345

A place for talking about DeFi and ZK research papers — some academic, some less academic, but all involving math

Sankeys are s tier data viz
282355
Gauntlet
@gauntlet·12:52 17/09/2024
Our @morpho vault curation methodology includes frequent data checks and simulations to optimize for risk-adjusted yield and anticipate/mitigate potential risks.

We've built processes to handle increased complexity and continue to maximize risk-adjusted yield.
i mean how do you even separate an ass from its head? is the base layer just a well-formed ass? can devs do the KneesOverToesGuy moves? I've been working on knee, shin and back ability 0 for two weeks and have not felt this better for ages.
298101
👑 kingpost.io 👑
@kingpost·18:31 20/11/2024

Is this true chat? Is this how proposer builder separation works? Enlighthen me please.
210451
Dara Khan
@spookyaction-btc·04:25 12/09/2024
Can anyone share the best reading and research on anti-sybil methods? Looking for everything from different methodologies to past examples from major airdrops ($EIGEN, $ZRO, etc.). Trying to understand the pros and cons of different methodlogies out there today.

Also welcome anything more general on wallet-scoring.
It's crazy how often people ignore the init code hash when they are playing around deploying v2.
There are so many tokens locked up just because router can't compute the right pool address on removal.
Designing a liquidation engine for a perps is interesting. If in the next block you have 20 orders that can be liquidated each of varying size (normally distributed), whats safer:

1. liquidate a bit from each account, all 20 orders get a bit healthier

2. only liquidate the biggest order fully

@pinged
$DEGEN allowance is claimable now.

Check your $DEGEN points and claim tokens:

degenclaim.com
7074
Tarun Chitra
@pinged·16:10 05/08/2024
Are Liquid Restaking Tokens (LRTs) essential to restaking security and even risk mitigation, vs. being a source of systemic risk?

Surprisingly, yes! New paper w/ @malleshpai shows that smart allocation to AVSs is crucial for security against cascading failures

https://arxiv.org/abs/2408.00928
now and then i think about how people took over the ENCORE from the dev because the dev was 14 at the time yet noone took over RARI protocol from the devs they were doing OK.

PS NOT rarible. rari was sth else.
wen DEGEN "tips lending" markets on a Pendle fork on Base?
I wrote on the unruggable infinite liquidity engine of baseline markets, and the $YES money. Well, it's not a "research" but a better post than some one liners.
7074
Tarun Chitra
@pinged·01:57 15/02/2024
Going to give a *sneak peak* about this paper w/ @ksk and others to FC before Twitter!

There's been a surge of interest in intent-based systems like @uniswapX or CoW Swap — their claim has been to help improve the acquisition of off-chain price data on-chain

But do they work?

An Analysis of Intent-Based Markets

Mechanisms for decentralized finance on blockchains suffer from various problems, including suboptimal price execution for users, latency, and a worse user experience compared to their centralized counterparts. Recently, off-chain marketplaces, colloquially called `intent markets,' have been proposed as a solution to these problems. In these markets, agents called \emph{solvers} compete to satisfy user orders, which may include complicated user-specified conditions. We provide two formal models of solvers' strategic behavior: one probabilistic and another deterministic. In our first model, solvers initially pay upfront costs to enter a Dutch auction to fill the user's order and then exert congestive, costly effort to search for prices for the user. Our results show that the costs incurred by solvers result in restricted entry in the market. Further, in the presence of costly effort and congestion, our results counter-intuitively show that a planner who aims to maximize user welfare may actually prefer to restrict entry, resulting in limited oligopoly. We then introduce an alternative, optimization-based deterministic model which corroborates these results. We conclude with extensions of our model to other auctions within blockchains and non-cryptocurrency applications, such as the US SEC's Proposal 615.

arxiv.org
Wondering about how to think about LRTs? @mikeneuder.eth and I spent some time looking into this and coming up with a simple set of "key risks" (one might even say... Eigenrisks, lol) for LRTs

https://ethresear.ch/t/the-risks-of-lrts/18799
Who do you think the person in the pfp for this channel is?
P.S. If you liked this, please follow my co-authors @ksk and @malleshpai (Theo isn't here yet)
7074
Tarun Chitra
@pinged·01:57 15/02/2024
Going to give a *sneak peak* about this paper w/ @ksk and others to FC before Twitter!

There's been a surge of interest in intent-based systems like @uniswapX or CoW Swap — their claim has been to help improve the acquisition of off-chain price data on-chain

But do they work?
Going to give a *sneak peak* about this paper w/ @ksk and others to FC before Twitter!

There's been a surge of interest in intent-based systems like @uniswapX or CoW Swap — their claim has been to help improve the acquisition of off-chain price data on-chain

But do they work?
7074
Tarun Chitra
@pinged·22:53 03/02/2024
Paper deadlines, Paper deadlines...
Paper deadlines, Paper deadlines...
https://i.imgur.com/muX9v9Z.png