“All else being equal (up to one standard error), go for the simpler model.”– Ryan Tibshirani
Now full time into MEV and algo trading. Also doing applied research on intersting topics: hedging/pricing, MEV, Payment For Order Flow (PFOF).
@Flashbots Research Fellow 🤖.
Previously FX Algo Trading @Barclays.
If you need MEV or financial markets expertise, I can probably help you. Though note that I am lazy and hate wasting time (whether yours or mine), so I will either be super efficient and deliver effective solutions in a short amount of time or turn you down from the start.
Specific services I currently offer:
- MEV optimisation (mainly from a maths pov)
- Research and design (of math, econ, fin or cs problems)
- Order Flow monetisation
- Teaching (of maths/fin/econ/cs concepts applied to specific topics)
Companies I have done work with:
- Manifold Finance
My hobbies span from books publishing to reading (am a Tolkien fan), and exploring the blockchain.
Fun fact: from secondary to high school I was writing JS like bots to farm resources on Dofus (a MMORPG video game), front-running real players to get the best items, it was running while I was doing my homework. I became very rich, virtually. Now doing the same thing IRL.
- Quantifying MEV on L2s – on arXiv
- A Tale of Two PFOF Models
- On Hedging Validation Rewards
- On Hedging Gas Usage For DApps
- On Maximising AMM Arbitrage Profit
- Derivation of Curve’s price and slippage
- On the computation of AMM Price and Slippage
- Hydro Power Plant optimization using the HBV model
- A Tale of Two Models: Implementing the Almgren-Chriss framework through nonlinear and dynamic programming
- Replication model for natural gas storage hedging
- A generalization of Kirk’s formula