Quantitative analysis of crypto carry trade strategies (funding rates, staking, Pendle) on BTC/ETH, using historical data and visual insights.
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Updated
May 18, 2025 - Jupyter Notebook
Quantitative analysis of crypto carry trade strategies (funding rates, staking, Pendle) on BTC/ETH, using historical data and visual insights.
Market making engine for Boros (Pendle's on-chain funding rate swap market). Curve bootstrapping over multi-maturity implied APR, Avellaneda-Stoikov quoting on DV01 inventory, off-chain margin/liquidation replica verified against on-chain source, cross-venue and calendar-spread arbitrage signals, independent risk-monitor kill switch. 231 tests.
A unified DeFi router that integrates multiple protocols (Pendle, Curve, 1inch, Aave V3, Morpho Blue) into a single intelligent API
Interest rate swaps on Uniswap v4 -- EthGlobal New Delhi
Funding rate mean reversion trading system for Boros (Pendle's funding rate platform)
infiniFi (InfiniFi Labs) is a DeFi protocol that amplifies returns on existing DeFi yield platforms — Pendle, Ethena, AAVE, and others it calls "farms" — by applying fractional-reserve banking principles on-chain.
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