133 citations · 200 across the 18 of their papers we have counts for
4 papers · 1 filter
When does the tail wag the dog? Curvature and market making
Guillermo Angeris, Alex Evans, Tarun Chitra
Liquidity and trading activity on constant function market makers (CFMMs) such as Uniswap, Curve, and Balancer has grown significantly in the second half of 2020. Much of the growt…
Why Stake When You Can Borrow?
Tarun Chitra, Alex Evans
As smart contract platforms autonomously manage billions of dollars of capital, quantifying the portfolio risk that investors engender in these systems is increasingly important. R…
Improved Price Oracles: Constant Function Market Makers
Guillermo Angeris, Tarun Chitra
Automated market makers, first popularized by Hanson's logarithmic market scoring rule (or LMSR) for prediction markets, have become important building blocks, called 'primitives,'…
Competitive equilibria between staking and on-chain lending
Tarun Chitra
Proof of Stake (PoS) is a burgeoning Sybil resistance mechanism that aims to have a digital asset ("token") serve as security collateral in crypto networks. However, PoS has so far…