Researcher
Status
Boo @Twitter, Email - [email protected]
Finalized(2023-04-10)
Mar 10th, 2020 | DeFi Risk Analysis
This research analyzes the DeFi protocol risk control from risk classification, case research, risk model. It’s preliminary research before MakerDAO 3.12 event, but it still provides a risk framework on the DeFi foundation.
中文:《DeFi产品和风控模型报告》, link
Sep 2, 2021 | DEX Math Analysis
This paper provides a mathematical analysis of AMM model. It’s junior research in 2021, and nothing new AMM framework is beyond the mathematical analysis, a masterpiece!
English: A Mathematical View of Automated Market Maker (AMM) Algorithms and Its Future, link
Speech: A Mathematical View of AMM Definition and Trade-off*, Youtube***
Dec 13rd, 2022 | CeFi Market Maker
This article analyzes market maker business from project and CEX perspective. It’s preliminary business analysis for CEX market maker, but it helps figure out the core problem of DEX development on liquidity service.
English: The History of Crypto Manipulation: The "Love and Hate" between market Makers, project teams and Exchanges, link
中文：《庄家操盘往事：做市商与项目方、交易所的爱恨情仇》, link
Mar 10th, 2023 | DEX LP Strategy
This paper provides an overview of the on-chain market maker business and introduces the on-chain strategy through mathematical and engineering perspectives — in terms of fund size, PnL function, volatility modeling, derivative strategy, and arbitrage.
English: An overview of On-Chain Market Maker Strategy and Business, link