Solving DeFi's most complex economic problems to drive adoption and understanding of the financial systems of the future | research, risk mgmt, and optimization
Aug 19 • 9 tweets • 3 min read
1/ Today, we take a deep dive into our Morpho vault curation strategy. 🔎
Since mid-March, we’ve launched a dozen Gauntlet-curated Morpho vaults that generate risk-adjusted yield by providing exposure to lending markets with varying risk profiles.
1/ A few weeks ago, we published a thread on AVS allocation research we've been doing for @ether_fi. Today, we publish the full report!
The report covers:
1️⃣ AVS commitments
2️⃣ Impacts of adding AVSs
3️⃣ Optimal allocations to ensure $eETH maximizes risk-adjusted yield
👇🧵
@ether_fi 2/ Given payments and slashing are not live, this framework remains theoretical.
We start off by determining an initial restake per operator given @ether_fi's existing commitments and operator set.
May 20 • 9 tweets • 2 min read
1/ We added additional LRT and LST markets to the Gauntlet LRT Core MetaMorpho vault on @MorphoLabs to diversify collateral risk and optimize for yield.
Newly added markets are outlined below 🧵👇
@MorphoLabs 2/ $pufETH, a native LRT by @puffer_finance, generates restaking rewards through native restaking on @Eigenlayer.
Details: the pufETH/WETH market has an LLTV of 86%, an initial supply cap of 1,000 WETH, and uses the @redstone_defi market rate oracle.
May 17 • 9 tweets • 2 min read
1/ With LRTs continuing to garner significant adoption, a framework for evaluating risks is paramount for users to understand the market risk landscape for each token.
Today, we published a blog on LRT market risk as part of our partnership with @EigenLayer.
Let's dive in👇🧵 2/ Our LRT Risk Framework is broken down into 4 attributes:
Read on for more on how we define and evaluate these.
Jul 8, 2022 • 5 tweets • 2 min read
🚀We are excited to launch our @synthetix_io Risk Dashboard!
The dashboard will help the community understand how Gauntlet’s recommendations mitigate risk and increase capital efficiency for the protocol👇
gov.gauntlet.network/synthetix
Gauntlet has now built the infrastructure to ingest market data and run simulations and economic stress tests on the @synthetix_io ecosystem.
Mar 15, 2022 • 6 tweets • 3 min read
Our mission is to drive understanding and participation in the financial systems of the future.
"We are taking on the formidable engineering challenges associated with building predictive models of aggregate user behavior across DeFi" @ChiangRei, Co-Founder / CTO. "We leverage our Agent Based DSL to run thousands...
Aug 5, 2020 • 5 tweets • 2 min read
Given the astounding run-up in $AMPL price and market cap, much has been said about its mechanism.
We took a closer look at AMPL — analyzing the token's historical and trading behavior observed across exchanges.
From this analysis, we observed what you might expect: rebase events have in practice driven traders to trade around them (there is an increase in trading before & after the event).