Pinnedzelosinzelos-researchHow to Implement Uniswap Delta Neutral Strategy with Lending ProtocolTL;DR:8 min read·Nov 24, 2023----
Pinnedzelosinzelos-researchthe implied vol of uniswap v3 position and its analysis FrameworkTL;DR:8 min read·May 12, 2023--2--2
zelosinzelos-researchPricing uniswap v3 with stochastic process, Part3After the mathematical derivations in the previous two posts, we obtained the desired τ distribution. In this section, we will present a…4 min read·Jun 5, 2024----
zelosinzelos-researchPricing uniswap v3 with stochastic process, Part2In the previous article, we encountered a double first-hitting time problem. We obtained the expectation of the stopping time using the…6 min read·May 15, 2024----
zelosinzelos-researchDemeter and suggestion about handling uniswap v3 dataTL;DR7 min read·Nov 11, 2022----