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⛓️ 9 parts

Onchain & DeFi Quant

Quantitative DeFi from first principles — MEV and sandwich attacks, atomic arbitrage, liquidation cascades on lending protocols, and LP profitability on Uniswap v3.

  1. 01
    MEV anatomiyasi: sendvichlar, frontrunning va mempoolning qorong'u o'rmoni
    Jul 17, 2026 #mev

    MEV anatomiyasi: sendvichlar, frontrunning va mempoolning qorong'u o'rmoni

    Ochiq RPC'ga yuborgan har bir swap'ingiz — hech kim bajarishga majbur bo'lmagan ko'rinadigan limit order'dir. MEV extraction qanday ishlashining texnik tahlili: mempool tartiblash, Uniswap v2'da sendvich matematikasi, PGA'lar, Flashbots va treyder himoyasi.
  2. 02
    The MEV supply chain: PBS, MEV-Boost, and who actually captures the value
    Jul 27, 2026 #mev

    The MEV supply chain: PBS, MEV-Boost, and who actually captures the value

    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.
  3. 03
    On-chain arbitraj: atomik tsikllar, flesh kreditlar va yutishingiz kerak bo'lgan auksion
    Jul 26, 2026 #arbitraj

    On-chain arbitraj: atomik tsikllar, flesh kreditlar va yutishingiz kerak bo'lgan auksion

    On-chain arbitraj tsiklini topish - bu oson qism. Qiyin qism - bu xuddi shu tsiklni topgan boshqa har bir qidiruvchiga qarshi muhrlangan taklifli ustunlik auksionida g'alaba qozonish. Atomlik, flesh kreditlar, backrunning va arbitraj foydasi haqiqatan ham qayerda saqlanib qolishi - shu jumladan atomik bo'lmagan CEX-DEX haqida texnik tahlil.
  4. 04
    On-chain likvidatsiyalar: Aave va Compound mexanikasi va ular atrofidagi bot biznesi
    Jul 19, 2026 #defi

    On-chain likvidatsiyalar: Aave va Compound mexanikasi va ular atrofidagi bot biznesi

    Aave v3 va Compound likvidatsiyalari amalda qanday ishlaydi: health factor matematikasi, close factor, likvidatsiya bonuslari, Chainlink oracle triggerlari va 2026-yilda flash-loan likvidatsiya botini ishga tushirish uchun nima kerak.
  5. 05
    Liquidation cascades as a trading signal: reading forced, pre-announced flow
    Jul 29, 2026 #liquidations

    Liquidation cascades as a trading signal: reading forced, pre-announced flow

    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.
  6. 06
    Impermanent Loss va LVR: LP rentabelligining haqiqiy matematikasi
    Jul 25, 2026 #defi

    Impermanent Loss va LVR: LP rentabelligining haqiqiy matematikasi

    Impermanent loss, konsentratsiyalangan likvidlik leveragi va qayta muvozanatlashga qarshi yo'qotish (loss-versus-rebalancing) birinchi tamoyillardan kelib chiqqan holda. Yopiq shakllar, σ²/8 natijasi, har bir blok bo'yicha markout va LP aslida HODLni mag'lub etadigan aniq to'lov-volatillik sharti.
  7. 07
    Kvantchilar uchun Uniswap v3: Kontsentrlangan likvidlik va tick matematikasi asosdan
    Jul 18, 2026 #uniswap

    Kvantchilar uchun Uniswap v3: Kontsentrlangan likvidlik va tick matematikasi asosdan

    Uniswap v3 qanday ishlaydi: virtual zaxiralar, likvidlik L, sqrtPriceX96, tick matematikasi, feeGrowthInside va nega LP pozitsiyasi qisqa volatillik to'lovi hisoblanadi. Aniq formulalar va sonli misol bilan.
  8. 08
    Active Uniswap v3 LPing as Market Making: Range Selection, Rebalancing, and Delta Hedging
    Jul 28, 2026 #uniswap

    Active Uniswap v3 LPing as Market Making: Range Selection, Rebalancing, and Delta Hedging

    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.
  9. 09
    Identifikatsiya va modellashtirish asosida DEXdagi treyder xatti-harakatlarini bashorat qilish imkoniyatlarini tahlil qilish
    May 18, 2025 #DEX

    Identifikatsiya va modellashtirish asosida DEXdagi treyder xatti-harakatlarini bashorat qilish imkoniyatlarini tahlil qilish

    DEX shaffofligi va zamonaviy identifikatsiya usullari treyderlar xatti-harakatini bashorat qilish, manipulyatsiyalarni aniqlash va desire orderbook yaratishga qanday imkon berishi.