Quantitative analysis of crypto carry trade strategies (funding rates, staking, Pendle) on BTC/ETH, using historical data and visual insights.
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Updated
May 18, 2025 - Jupyter Notebook
Quantitative analysis of crypto carry trade strategies (funding rates, staking, Pendle) on BTC/ETH, using historical data and visual insights.
Market making engine for Boros (Pendle's on-chain funding rate swap market). Curve bootstrapping over multi-maturity implied APR, Avellaneda-Stoikov quoting on DV01 inventory, off-chain margin/liquidation replica verified against on-chain source, cross-venue and calendar-spread arbitrage signals, independent risk-monitor kill switch. 231 tests.
Funding rate mean reversion trading system for Boros (Pendle's funding rate platform)
Interest rate swaps on Uniswap v4 -- EthGlobal New Delhi
A unified DeFi router that integrates multiple protocols (Pendle, Curve, 1inch, Aave V3, Morpho Blue) into a single intelligent API
Institutional-grade quantitative analytics, fair value pricing model, and point farming leverage scanner for Pendle Finance Yield Tokens (YT).
Stateless multi-chain read + normalize engine for DeFi portfolios (Rust). Reads chains & protocols, returns one normalized ledger.
A read-only Chrome side panel for finding risk-adjusted fixed-yield PT opportunities on Pendle, and for pricing what an entry, exit or roll-over costs at your size.
Autonomous AI-driven DeFi agent — delta-neutral yield farming across Aave, Morpho, Pendle & Ethena. LLM decision brain (Llama 3.1 70B), dynamic health-factor risk engine, simulation + on-chain execution, real-time React terminal.
Infinifi — independent third-party profile of a public API surface, by API Evangelist. infiniFi (InfiniFi Labs) is a DeFi protocol that amplifies returns on existing DeFi yield platforms — Pendle, Ethena, AAVE, and others it calls "farms" — by applying fractional-reserve banking principles on-chain.
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