Orderbook-Pool Dashboard
This app lets you compare Uniswap pool prices and CEX orderbooks. It will also create a synthetic orderbook for 3-way comparisons on the CEX.
Projects
Assorted pet projects (that I'm allowed to disclose) and academic endeavors.Pool Explorer App
This app helps you explore Uniswap V3 pools, and compare many metrics and price data. It uses Monte Carlo simulations to estimate some interesting metrics like implied volatility and expected impermanent loss.
Simulations reveal how long liquidity providers will remain in a position given market dynamics
A Laplace distribution better captures the expected move for most Uniswap V3 pools and we can use this to predict how long we will be in a position on average given the drift and volatility.
Hidden Markov Model with Neural Bias for Algorithmic Trading
Using a regime-switching Hidden Markov model in conjunction with neuroscience data to capture traders’ bias we can better predict changes in market dynamics.
Yield Explorer App
This app helps you find opportune DeFi yields given their risk-return, track their APY, TVL, and IL (etc.) over time, and forecast their future yields using ML.
Sushi: A year in review, 2021
Long-form report on the Sushi protocol in 2021, historical data and future projections.
Cell-type specific connectivity explains neural dynamics in the frontoparietal network during visuospatial working memory
Attractor network dynamics that underlie persistent stimulus representations can be explained by the connectivity profile of excitatory and inhibitory neurons.
Coupling differences in LIP and FEF can be explained by the strength of recurrent connectivity in attractor networks
Neural dynamics during working memory reflect theoretical recurrent neural network models.
Recurrent circuit dynamics underlie persistent activity in the macaque frontoparietal network
How do networks of neurons maintain information over short time scales?
Circuit mechanisms of persistent activity in the primate cortex during working memory
How does ongoing neural activity between brain regions support working memory and decision making?
Parsing signal and noise in the brain
Large-scale neural recordings reveal the sources of noise in the brain.
