Victor Xu retweetledi
Joining us at D² as keynote speakers ✨
→ Rajiv Sethi - Engines of Prophecy: The Power & Perils of Prediction Markets
→ Jarry Xiao - Perpetual Decentralized Exchanges
Tickets & full program: designingdefi.xyz
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Victor Xu
20 posts
Victor Xu
@victatorships
research @platonia_xyz // prev models @gauntlet_xyz @aerafinance, quant trading
Katılım Mart 2024
107 Takip Edilen102 Takipçiler
The one-step next-deficit risk-aware policy analyzed would have prevented most of the ADLs that broke up delta neutral portfolios on Oct 10
x.com/yq_acc/status/…
This kind of mechanism research is what inspired me to make the jump from quant trading to DeFi
Tarun Chitra@tarunchitra
Surprisingly, the answer is 𝒏𝒐. In my new paper, I prove an 𝗔𝗗𝗟 𝗧𝗿𝗶𝗹𝗲𝗺𝗺𝗮: no ADL mechanism can simultaneously optimize for: - Solvency - Fairness - Long-Term Revenue This is a fundamental limit on ADL! arxiv.org/abs/2512.01112
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Posted analysis for @avantgardefi's treasury growth proposal for @compoundfinance, covering key execution details to help the strategy be successful at scale in the future:
→ Options execution challenges
→ Utility framework for decision making
→ Requests for clarification
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Big thanks to @avantgardefi for putting this proposal together and bringing a creative strategy to the treasury. Happy to collaborate or help however we can.
Post linked in the comments. Always open to feedback, questions, or alternate views. Let us know what you think 👇
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In summary
🤝 Bespoke options = high execution cost → trusted counterparties are key
📏 Benchmark execution costs against model-based fair value
🛡️ Use TWAP oracles + staggered sizing to reduce manipulation risk
🧪 Use utility functions to evaluate treasury management strategies
⛑️ Crash puts = treasury insurance, look into buying if available
💸 Consider direct COMP buybacks over put writing
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