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FalkenBlog
I'm an economist who specializes in quantitative issues in finance: risk management, long/short equity investing, default modeling, etc. I keep this page so that I can post up things I find fun or useful for me to show to people. You can reach me at efalken at gmail dot com
http://falkenblog.blogspot.com/
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How to Eliminate Impermanent Loss
27 views | Economy | Apr 16 2024 20:02
Spurious High Frequency Autocorrelation
80 views | Economy | Apr 08 2024 19:02
Moallemi's Auction-Managed AMM
24 views | Economy | Mar 14 2024 09:43
LvR, Impermanent Loss, Theta, and Arbitrage Profits
9 views | Economy | Mar 11 2024 19:22
LP Profitability on Long-Tail Pools
21 views | Economy | Mar 07 2024 17:43
AMM LP Unprofitability: irrationality, volatility premium, or passive trading?
13 views | Economy | Feb 29 2024 19:58
Hedging Negative Convexity
10 views | Economy | Feb 27 2024 12:58
Academic CLOB Model
19 views | Economy | Feb 21 2024 08:40
Hyperliquid's CLOB
85 views | Economy | Feb 19 2024 20:40
Budish's Plan to Replace CLOBs
55 views | Economy | Feb 13 2024 22:21

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