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Wednesday, April 24, 2024
Why Evolution is False
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Recently deceased philosopher Daniel Dennett called Darwin's idea of natural selection the best idea anyone ever had, a universal solve...
Tuesday, April 16, 2024
How to Eliminate Impermanent Loss
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Generally, markets are efficient in that it isn't easy to make above-average returns day-trading, and most mutual funds underperform ma...
Monday, April 08, 2024
Spurious High Frequency Autocorrelation
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A curious aspect of high-frequency data is that most come from centralized limit order books (CLOBs) where the bid-ask spread makes the dat...
Thursday, March 14, 2024
Moallemi's Auction-Managed AMM
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A recent paper by Columbia professor Ciamac Moallemi and three Uniswap affiliates (Adams, Reynolds, and Robinson) presents a mechanism f...
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