FalkenBlog - Stories Contributed
How to Eliminate Impermanent Loss
Economy | Apr 16 2024 20:0227
Spurious High Frequency Autocorrelation
Economy | Apr 08 2024 19:0280
Moallemi's Auction-Managed AMM
Economy | Mar 14 2024 09:4324
LvR, Impermanent Loss, Theta, and Arbitrage Profits
Economy | Mar 11 2024 19:229
LP Profitability on Long-Tail Pools
Economy | Mar 07 2024 17:4321
AMM LP Unprofitability: irrationality, volatility premium, or passive trading?
Economy | Feb 29 2024 19:5813
Hedging Negative Convexity
Economy | Feb 27 2024 12:5810
Academic CLOB Model
Economy | Feb 21 2024 08:4019
Hyperliquid's CLOB
Economy | Feb 19 2024 20:4085
Budish's Plan to Replace CLOBs
Economy | Feb 13 2024 22:2155
Uniswap V2 Made Money. What Happened?
Economy | Feb 08 2024 14:0018
FTX's Mythical Origin Story
Economy | Mar 30 2023 17:0129
Uniswap LP Profitability Update
Economy | Mar 24 2023 11:224
Why Trusted Blockchains Cannot Support CLOBs
Economy | Mar 22 2023 10:2214
Perp Funding Rate Farce Continues
Economy | Mar 17 2023 14:028
A Simple Equity Volatility Estimator
Economy | Nov 20 2022 15:0212
How to Eliminate Impermanent Loss
Economy | Nov 01 2022 13:0212
My $340k Hack
Economy | Nov 01 2022 13:0227
An Alternative Capital Efficient AMM
Economy | Nov 01 2022 13:027
Deriving Uniswap v3 from v2
Economy | Nov 01 2022 13:025
Perp Funding Rate Fraud
Economy | Nov 01 2022 13:0218
BitMex's ETHUSD Funding Rate Anomaly
Economy | Nov 01 2022 13:024
AMMs are Broken
Economy | Nov 01 2022 13:027
Cumulative vs. Simultaneous Mutations
Economy | Nov 01 2022 13:0214
Squeeths: a really bad idea
Economy | Nov 01 2022 13:027
Uniswap LPs are Losing Money
Economy | Nov 01 2022 13:024
A Simpler Formula for Impermanent Loss
Economy | Nov 01 2022 13:022
Convexity Implies Loss for AMMs regardless of hedging2
Economy | Nov 01 2022 13:025
Convexity Implies Loss for AMMs Regardless of Hedging
Economy | Nov 01 2022 13:023
Why Slavery in the Bible Doesn't Bother Me
Economy | Jun 14 2022 13:4323
Uniswap LPs are Losing Money
Economy | Jun 09 2022 16:436
One-Month Trading Strategies
Economy | Jun 07 2022 15:037
example
Economy | May 26 2022 11:0211
Dates of US Bear Markets Since 1873
Economy | Dec 02 2020 12:4515
$1000 Covid Bet with Robin Hanson
Economy | Nov 30 2020 11:2418
Evolutionary Biology of Left-Right
Economy | May 06 2020 14:0313
Factor Momentum vs Factor Valuation
Economy | Apr 21 2020 12:038
Fermi's Intuition on Models
Economy | Apr 09 2020 16:0415
Decentralized Networks Need Centralized Oracles
Economy | Apr 08 2020 00:466
The Real Corporate Bond Puzzle
Economy | Mar 31 2020 02:2538
OracleSwap: An Open-Source Derivative Contract Suite
Economy | Mar 10 2020 23:4511
BitMex Funding Rate Arbitrage
Economy | Feb 25 2020 04:103
Simple Vol Estimators
Economy | Feb 12 2020 22:0413
Factor Risk and Return
Economy | Feb 05 2020 00:4613
Is the Fama-French Model Dead?
Economy | Jan 29 2020 00:2421
Diversification
Economy | Jan 20 2020 12:2522
Helmut Schoeck's Envy
Economy | Jan 15 2020 12:2523
Median Anonymous Crypto Exchange Costs 1.5%, Sometimes 100%
Economy | Jun 02 2019 20:0451
Convexity Explains the High BitMEX ETH Funding Rate
Economy | Apr 30 2019 11:4613
Why Taleb's Antifragile Book is a Fraud
Economy | Mar 13 2019 06:4610
Maxims
Economy | Jun 25 2017 19:4521
Jordan Peterson's Business Cycle Theory
Economy | Apr 11 2017 19:4448
An Economist's Rational Road to Christianity
Economy | Feb 18 2016 21:4622
Bye
Economy | Sep 24 2013 12:1232
How to Maximize Lottery Revenue
Economy | Sep 01 2013 20:3732
Economath and the Drake Equation
Economy | Aug 25 2013 20:3936
Milton Friedman on Behavioral Economics Circa 1978
Economy | Jul 18 2013 18:0854
Models aren't Optional
Economy | Jun 23 2013 22:1223
How to Alleviate Poverty
Economy | Jun 23 2013 22:1263
Immigration and Parfit's Repugnant Conclusion
Economy | Jun 16 2013 18:3237
Chimps are Status Obsessed
Economy | Apr 01 2013 20:2437
Is Tampa Pension Fund Manager the Real Deal?
Economy | Mar 12 2013 19:2436
Tom Brady Highlights Algorithm Deficiency
Economy | Feb 28 2013 20:4131
CitiBank Shows How to Play
Economy | Feb 25 2013 11:1324
The Easiest Way to Derive Black-Scholes
Economy | Feb 16 2013 09:0095
Don't Renounce Instincts
Economy | Jan 27 2013 19:5030
Samuelson on Keynes
Economy | Dec 29 2012 14:5022
The Trolley Problem
Economy | Dec 17 2012 00:4038
Another Overnight Return Puzzle
Economy | Nov 19 2012 19:1355
AQR on Making Low Vol Better
Economy | Oct 29 2012 00:0068
Wittiest Sentence I've Read This Year
Economy | Oct 26 2012 21:5341
Banks Still in Negative Vega Zone
Economy | Oct 01 2012 13:52147
Leverage Aversion and Portfolio Optimality
Economy | Sep 21 2012 16:5422
The Easiest Way to Make Money
Economy | Sep 19 2012 09:3343
The Delphic Oracle
Economy | Aug 26 2012 21:1122
Muni Bond Exemption Benefits Issuers, Not Buyers
Economy | Aug 15 2012 08:3073
America's Future
Economy | Aug 09 2012 15:2658
Priorities over Enumeration
Economy | Aug 08 2012 19:5058
Tax Breaks for Olympians?
Economy | Aug 07 2012 22:4038
Israeli's Advantage Over Palestine: Not Culture!
Economy | Aug 03 2012 03:213
Mortgage Follies Circa 1994
Economy | Aug 03 2012 03:214
Primate Status Battles
Economy | Jul 25 2012 02:1443
Prop 13 Isn't Choking California
Economy | Jul 24 2012 13:2341
James Watson on Modern Marxists
Economy | Jul 20 2012 22:2225
Mandates are Taxes
Economy | Jun 29 2012 02:5322
CAPM Never Confirmed?
Economy | Jun 05 2012 02:3122
Bartleby, the Welfare Queen
Economy | May 25 2012 02:0032
Hitler vs. Stalin
Economy | May 04 2012 14:39234
Do Subsidies Increase or Decrease Costs?
Economy | May 02 2012 01:5065
Harvard Risk Confabulations
Economy | Apr 11 2012 01:2721
Is It Possible to Not be a Hack?
Economy | Apr 10 2012 02:4736
Newest ETF Gives People What they Want
Economy | Apr 06 2012 01:3725
The Ineffable Intuition of Chicken Sexers
Economy | Mar 25 2012 22:4931
Haidt on Moral Values
Economy | Mar 20 2012 05:4042
That Which Doesn't Kill Us Makes Us Stonger
Economy | Mar 14 2012 02:0058
VXX Expensive Again
Economy | Mar 06 2012 02:0930
MIT Conference to Discuss Low Vol Investing
Economy | Mar 01 2012 03:3127
Goldman Programmer Breaks Free
Economy | Feb 24 2012 02:40356
A Market Timing Rule that Works
Economy | Feb 08 2012 02:0377
The Universal Benefits of Competition
Economy | Feb 07 2012 03:5335
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