Alcibiades
7,799 posts
Alcibiades
@0xAlcibiades
Probability distribution curator and waveform collapser
L1 Cache
Joined May 2021
- I am open sourcing the MEV bundle generator and multicall which was winning most Uniswap v2 arbitrage for a few months in 2021. github.com/Alcibiades-Cap… - it's written in rust, and kind of in a messy state, but there is stuff to glean for the MEV researchers out there.
- Nobody tells you this, but you can just sit around and teach yourself math up to a graduate level and beyond. I came out of school during the great financial crisis and went straight into having a business.
- Wen? Well, I'm happy to announce that @thal0x is going to be assisting in getting the @valoremxyz frontend out the door so we can let folks play with it and get feedback on the testnet deploy.
- Feedback on the new @valoremxyz litepaper would be great: valorem.xyz/docs/valorem-o… @neodaoist @flip_liquide and I expanded a bunch upon it after the @zellic_io audit. Also a new ABI published. I'm working up an annual reflection upon what we built in 2022, will drop this week.
- A quick guided tour for those looking to join the ranks of based rust devs. Start with the book: doc.rust-lang.org/book/ Practice with: github.com/rust-lang/rust… Then, when you get through the basics of understanding the ownership model, generics, lifetimes, and broader use (and
- Replying to @WillManidisSenior engineers pulling down $1.3m+ these days? I’m gonna need to stare at the sun for 15 min after this tweet. L4 total comp is more like $200k-300k.
- AMMs have the potential to evolve and become more sophisticated with cheaper blockspace and on-chain compute. However, almost all AMM LPs lose money, we need more sophisticated AMM designs.
- Replying to @grugcapitalThe only crime I see there is what you paid, it's almost as bad as the honda civic I bought for 2000 BTC.
- Replying to @0xAlcibiades@amadeobrands, @rglover, @jonlpersson, @0x7811, Felix Hill and I are grinding towards a @harmonyprotocol testnet launch for @valoremxyz mid-late April. @adrianrobison made this possible via a Harmony Project X grant at @EthereumDenver.
- Rust: Are we quant yet? A thread. The state of quantitive finance in Rust is largely roll your own, but here I'll try and aggregate some of the extant tooling and libraries. Feel free to chime in if you know of any other good libraries to get on the radar.
- Spent some time digging into three papers about AMM economics & design. First by Milionis et al introduces Loss-Versus-Rebalancing (LVR) - showing how LPs systematically lose σ²/8 of pool value daily due to price slippage. arxiv.org/pdf/2208.06046 Second by Cartea et al
