Stefan Loesch – Medium

Stefan Loesch

Stefan Loesch
in
CarbonDeFi

No sandwiches allowed — how to prevent MEV attacks

This 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…

5 min readAug 11, 2023

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No sandwiches allowed — how to prevent MEV attacks

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Stefan Loesch
in
CarbonDeFi

Carbon — the MEV sandwich is toast

When discussing Carbon you will often hear the claim that “there is no MEV on Carbon” or that “Carbon is MEV resistant, specifically to…

9 min readJul 31, 2023

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Carbon — the MEV sandwich is toast

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Stefan Loesch
in
CarbonDeFi

Using Convex Optimization for Optimal Routing and Arbitrage in Carbon

Carbon, routing, arbitrage and convex optimization

10 min readMar 21, 2023

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Using Convex Optimization for Optimal Routing and Arbitrage in Carbon

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Stefan Loesch
in
CarbonDeFi

Introducing the Carbon Simulator

Carbon Simulator on simulator.carbondefi.xyz

8 min readFeb 2, 2023

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Introducing the Carbon Simulator

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Stefan Loesch

AMM Gamma, options, and optimal fees

Note: the associated Jupyter notebook is on Github and on Binder.

10 min readDec 21, 2022

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AMM Gamma, options, and optimal fees

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Stefan Loesch

Why 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.

4 min readDec 20, 2022

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Why AMM Gamma is not so different from derivatives Gamma after all; or is it? (after-fees edition)

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Stefan Loesch

Why AMM Gamma is different from derivatives Gamma

Note: the associated Jupyter notebook is on Github and on Binder.

5 min readDec 18, 2022

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Why AMM Gamma is different from derivatives Gamma

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Stefan Loesch
in
Bancor

What we all got wrong about calculating Impermanent Loss

I have recently written about Impermanent Loss (“IL”) and how it is essentially the same thing as Loss Versus Rebalancing (“LVR”) and in…

6 min readDec 17, 2022

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What we all got wrong about calculating Impermanent Loss

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Stefan Loesch

One more thing on LVR and Impermanent Loss

Yesterday I’ve posted an article showing that LVR and IL are essentially the same thing, at least in a Black Scholes world. Alex (@0x94305)…

3 min readDec 16, 2022

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One more thing on LVR and Impermanent Loss

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Stefan Loesch

Why Loss Versus Rebalancing (LVR) and Impermanent Loss (IL) are essentially the same

PLEASE ALSO SEE THIS POST FOR AN IMPORTANT AMENDMENT

4 min readDec 15, 2022

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Why Loss Versus Rebalancing (LVR) and Impermanent Loss (IL) are essentially the same

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Stefan Loesch

Stefan Loesch

Finance. Tech. Banking. Fintech. Sometimes EdTech. Also other stuff. Ping me on Twitter — medium comments suck!

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