Pinnedzelosinzelos-researchHow to Implement Uniswap Delta Neutral Strategy with Lending ProtocolTL;DR:Nov 24, 2023Nov 24, 2023
Pinnedzelosinzelos-researchthe implied vol of uniswap v3 position and its analysis FrameworkTL;DR:May 12, 20232May 12, 20232
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…Jun 5Jun 5
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…May 15May 15
zelosinzelos-researchDemeter and suggestion about handling uniswap v3 dataTL;DRNov 11, 2022Nov 11, 2022