CME Perp Lawsuit
Easy Case Made Easier
Falkenblog
Riffs on Capitalism, Christ, and Crypto
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Latest episodes
Markout Standard Errors
finding the easiest way to measure LP performance
Is Uniswap's PFDA A Big LP Improvement?
Putting the "11-319%" LP loss reduction into context
Empirical Data on LPs and Arbs
data and method
Updated LP Profitability Data
v3 LPs lose money
Arbitrum & Base Pools Jump Ahead
but do their LPs make a profit?
Newton's Gold Standard
What makes a great theory
Neural Nets and Factor Models
Gu, Kelly, and Xiu (2020) - "Empirical Asset Pricing via Machine Learning" and Chen, Pelger, and Zhu (2019) - "Deep Learning in Asset Pricing" examine various machine learning and neural net algorithms.
Financiers and the Coase Theorem
all about reducing transaction costs
Robeco's One-Legged Vol Factor
just ignore high vol