6 papers
Outcome-Classified Precision Auditing of Filter Rules in Algorithmic DEX Trading: Evidence from 2,400 Rejection Events
Arati Uday Kamat
This paper reports a precision audit of a production filter stack against a 13-day window of post-rejection forward-market observations on Solana DEX trading (2026-04-10 to 2026-04…
Pump.fun Graduation Regime Windows: Survival Analysis of 832,941 Token Launches and the Social-Presence Effect
Arati Uday Kamat
Kaplan-Meier and Cox proportional-hazards survival analysis of 832,941 Solana pump.fun token launches, observed 2026-05-08 to 2026-06-10. Pooled graduation rate 0.198% (Wilson 95%…
Coordinated Sniper Cohorts on Pump.fun: Detection of 1,012 Persistent Wallet Rings and a Contamination-Adjusted Estimate of Coordination-Specific First-Hour Buyer-Flow Lift
Arati Uday Kamat
Motivated by Kyle (1985) informed order flow and the Meiklejohn et al. (2013) wallet-clustering tradition, we ask whether persistent coordinated wallets causally raise first-hour b…
Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading on Solana DEXs: Evidence, Theory, and Design Lessons from a 15-Day Deployment
Arati Uday Kamat
We report a 15-day paper-traded autonomous memecoin trading deployment on Solana decentralised exchanges (DEXs), designed as a controlled measurement of three microstructure questi…
Post-Rejection Follow-up Sampling: A Methodology for Counterfactual Outcome Measurement in Algorithmic DEX Trading
Arati Uday Kamat
Algorithmic trading systems on decentralised exchanges (DEXs) reject most candidate tokens they evaluate. The counterfactual outcome of rejected candidates (what would have happene…
RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
Arati U. Kamat
RED-2400 is a public benchmark of 6,660 algorithmically-rejected trading events from a live Solana decentralised-exchange filter stack, observed continuously over 22 calendar days…