7 papers
A Multi-Venue Solana/DeFi Microstructure Data Corpus: The RED-2400 Family v2
Arati Uday Kamat
Empirical research on decentralized and Solana-native market microstructure is constrained less by method than by data: the strongest results in the field rest on a small number of…
Auditing Collector-Generated Graduation Labels on Pump.fun: Measurement Error and Temporal Non-Generalization
Arati Uday Kamat
To examine whether collector-generated terminal labels on the pump.fun platform can be interpreted as platform-side graduation outcomes, and whether a pre-registered logistic assoc…
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
CORRECTION (Oct 2026): buyer records include sells and miss many buys; all numerical results below are withdrawn pending a corrected analysis. Motivated by Kyle (1985) informed ord…
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…
Post-Rejection Follow-up Sampling: Measuring Outcomes of Rejected Decisions in Algorithmic DEX Trading
Arati Uday Kamat
Note (Oct 2026): data were collected by a tracker with a 10-minute sweep, 24-hour cap and one record per token, not the PRFS schedule of v1-v2; headline counts unchanged. Filter-ga…
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…
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…