Penelitian mendalam tentang dagangan AI, analisis pasaran, dan masa depan DeFi.
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Setiap backtest dalam blog ini menganggar purata bersyarat. Causal forests menganggar kesan rawak bersyarat sebaliknya — tau(x) bukan mu(x) — dengan honest splitting, perwakilan berat kernel adaptif, dan ujian kalibrasi yang memberitahu anda sama ada heterogenitas yang anda jumpa adalah nyata.
Setiap peraturan saiz kedudukan dalam blog ini meruntuhkan ketidakpastian kepada satu skalar. MC Dropout dan ansambl dalam membahagikannya kepada kejahilan model dan hingar pasaran — dan kedua-duanya memerlukan saiz kedudukan yang berbeza.
Automated feature generation (tsfresh, Featuretools), budget-aware model search (FLAML's cost-frugal optimizer), and the WorldQuant formulaic alpha factory — the parts of the research pipeline this blog's search-and-overfit arc never covered, and what the arc's own results say about them.
Every leveraged position advertises the price at which it must be sold. How to build the on-chain liquidation depth chart and the CEX liquidation heatmap, model cascade dynamics as a reproduction number, and trade forced flow as a signal instead of only fearing it as a risk.
An active v3 LP is running a market-making book with gas costs and no cancel button. Size ranges from a GARCH vol forecast, frame rebalancing as fee-gain vs realized-cost, derive the position delta from tick math and hedge it with perps, and understand JIT liquidity and the honest pitfalls of backtesting LP from on-chain data.
MEV stopped being a lone bot and became an assembly line: searcher, builder, relay, proposer. A technical walk through proposer-builder separation, MEV-Boost's sealed-bid block auction, why the searcher's margin gets bid away, order-flow auctions as the new moat, and how Solana's Jito model differs.
Mencari kitaran arbitraj dalam rantaian adalah separuh yang mudah. Separuh yang sukar adalah memenangi lelongan keutamaan bida tertutup menentang setiap pencari lain yang menemui kitaran yang sama. Pecahan teknikal atomicity, pinjaman kilat, backrunning, dan di mana keuntungan arb sebenarnya bertahan — termasuk CEX-DEX bukan atom.