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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
