this isn't meant to be polished research — just a place to track ideas i keep circling back to. things i don't fully understand yet, but want to.
most of my work right now revolves around risk. i'm trying to get better at modeling it, and figuring out what assumptions are actually worth making. something i've been questioning is how do i get good at extracting hidden insights from analysed data? and someone suggested to read How to Lie with Statistics and avoiding confirmation bias.
amm's are one of my favourite things in defi, it's still unreal to me that we found an alternative to order books on a simple looking curve, i've been modelling how multiple tick ranges behave on uniswap v3, planning to post about this very soon!
this is an unusual one, it's what tradfi calls "zero coupon bonds" but ever since i've learned about it, i can't help but see it everywhere. the core idea goes bit like "someone is always willing to buy the volatility off of you".
books and papers i've found valuable recently:
intro to systems thinking — feedback, control, and how machines "decide"
quite good, walks through entire timeline of financial economics and big ideas
helped me understand pendle's risk model and how fixed yield pricing works
cleared up how order splitting affects price impact, quite different than I thought