Stefan LoeschinCarbonDeFiNo sandwiches allowed — how to prevent MEV attacksThis is a follow on post of my initial post on how Carbon (and the big virtual fees inherent in a Carbon’y position) make sandwich style…Aug 11, 2023Aug 11, 2023
Stefan LoeschinCarbonDeFiCarbon — the MEV sandwich is toastWhen discussing Carbon you will often hear the claim that “there is no MEV on Carbon” or that “Carbon is MEV resistant, specifically to…Jul 31, 2023Jul 31, 2023
Stefan LoeschinCarbonDeFiUsing Convex Optimization for Optimal Routing and Arbitrage in CarbonCarbon, routing, arbitrage and convex optimizationMar 21, 2023Mar 21, 2023
Stefan LoeschinCarbonDeFiIntroducing the Carbon SimulatorCarbon Simulator on simulator.carbondefi.xyzFeb 2, 2023Feb 2, 2023
Stefan LoeschAMM Gamma, options, and optimal feesNote: the associated Jupyter notebook is on Github and on Binder.Dec 21, 2022Dec 21, 2022
Stefan LoeschWhy AMM Gamma is not so different from derivatives Gamma after all; or is it? (after-fees edition)Note: the associated Jupyter notebook is on Github and on Binder.Dec 20, 2022Dec 20, 2022
Stefan LoeschWhy AMM Gamma is different from derivatives GammaNote: the associated Jupyter notebook is on Github and on Binder.Dec 18, 2022Dec 18, 2022
Stefan LoeschinBancorWhat we all got wrong about calculating Impermanent LossI have recently written about Impermanent Loss (“IL”) and how it is essentially the same thing as Loss Versus Rebalancing (“LVR”) and in…Dec 17, 2022Dec 17, 2022
Stefan LoeschOne more thing on LVR and Impermanent LossYesterday I’ve posted an article showing that LVR and IL are essentially the same thing, at least in a Black Scholes world. Alex (@0x94305)…Dec 16, 2022Dec 16, 2022
Stefan LoeschWhy Loss Versus Rebalancing (LVR) and Impermanent Loss (IL) are essentially the samePLEASE ALSO SEE THIS POST FOR AN IMPORTANT AMENDMENTDec 15, 2022Dec 15, 2022