Daniel Alcarraz, CFAinGammaSwap LabsHow to Profit from Volatility with GammaSwapIntroductionFeb 21Feb 21
Daniel Alcarraz, CFAinGammaSwap LabsGammaSwap-DeltaSwap: The Real Next-Gen Leap from UniswapV2BackgroundFeb 6Feb 6
Daniel Alcarraz, CFAinGammaSwap LabsImmuneFi Bug Report Analysis & Contract Re-DeploymentBackgroundJan 19Jan 19
Daniel Alcarraz, CFAinGammaSwap LabsGammaSwap Edge Case Vulnerability IdentifiedAn edge case in the protocol has been reported by a whitehat via ImmuneFi. To ensure the solvency of the protocol, current contracts have…Oct 11, 2023Oct 11, 2023
Daniel Alcarraz, CFAinGammaSwap LabsThe GammaSwap Contract: P/L, Strike Price, Time to Expiration, Delta, and FeesIntroductionSep 29, 2023Sep 29, 2023
Daniel Alcarraz, CFAinGammaSwap LabsLiquidity Provision at Any Strike Price Under Risk Neutral PricingImplications on CFMM DesignSep 6, 2022Sep 6, 2022
Daniel Alcarraz, CFAinGammaSwap LabsGammaSwap ProtocolAn Oracle Free Decentralized Platform for Volatility Trading and Commission Free Token TradingJun 22, 20221Jun 22, 20221
Daniel Alcarraz, CFAinGammaSwap LabsUniswap Liquidity Provision: Is the Yield Worth the Risk?IntroductionJun 7, 2022Jun 7, 2022
Daniel Alcarraz, CFAinGammaSwap LabsUniswap: An Options MarketA Better Way to Measure Pool PerformanceApr 23, 20221Apr 23, 20221
Daniel Alcarraz, CFAinGammaSwap LabsCalculating Implied Volatility from Uniswap V2 & V3IntroductionMar 12, 2022Mar 12, 2022