“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:
- Kiln
- Manifold Finance
- Biconomy
- Flashbots
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.
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Research Papers
- 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