Arbitrage-free pricing on blockchains with the "Validator Account"
Staking rewards are protocol-guaranteed and deterministic. We introduce the first formal risk-free rate framework for blockchain assets.
Explainers
Explainers are accessible breakdowns of my published academic and technical work. They translate complex quantitative research for a broader audience. Views are my own.
Using LLMs to quantify the Fed's Beige Book
Eight times a year, the Federal Reserve publishes a qualitative report that influences trillion-dollar decisions. Can we use LLMs to process it faster?
BTC and ETH display intraday seasonality
The January 2024 approval of the US Bitcoin ETF was hailed as a watershed moment. What actually changed in the market?