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.
Insights
This section comprises longer pieces, comprising opinions and layman's descriptions of my published works. 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?