Published inIntoTheBlockInstitutional Structural ShiftsAs Q1 2025 draws to a close, ITB analytics reveal an emerging structural divergence between institutional positioning and retail sentiment…Mar 28Mar 28
Published inIntoTheBlockDeepSeek & Powell’s Wait-and-SeeDespite the initial news coming out on Inauguration Day, it took the market one week to fully digest the implications of DeepSeek’s…Jan 31Jan 31
Published inIPOR LabsDeFi Interest Rates Derivatives: Swaps VS Yield StrippingWhy are interest rate derivatives essential to any healthy financial market and is there a “best” approach to offering them onchain?Sep 26, 2023Sep 26, 2023
Published inIPOR LabsFixed Income in DeFi: Risk Management for DAO Treasuries (Part 2)IPOR Protocol's highly capital-efficient interest rate swaps enable access to TradFi-like capital management tools in a Web3 environment.Dec 8, 2022Dec 8, 2022
Published inIPOR LabsFixed Income in DeFi: Risk Management for DAO Treasuries (Part 1)DAOs are the fixed-income funds of DeFi. As such, they need better financial tooling to manage risk and ensure their continued existence.Nov 1, 2022Nov 1, 2022
Ve design , and the Nash equilibrium in a Sybil free environment. Part IIThe aftermath of a be-all-end-all experimentOct 11, 2022Oct 11, 2022
Ve design , and the Nash equilibrium in a Sybil free environment. Part IThe lead up to a be-all-end-all experimentSep 26, 2022Sep 26, 2022
Published inCoinmonksThe Ethereum MergePrice equilibrium, and why the markets fluctuateAug 19, 2022Aug 19, 2022
