
Danr π½
@0x_danr
Inventor of GammaSwap protocol & Co-founder at @gammaswaplabs | I enjoy discussing DeFi trading strategies, interest rates, and blockchain technology
ID: 2836956477
19-10-2014 09:05:36
270 Tweet
1,1K Followers
48 Following



How to measure the Implied Volatility (IV) of GammaSwap Perpetual Options β A question we have been getting recently in the community is how to compare IV in GammaSwap π½ perpetual options to other option venues, particularly Deribit. β Before we dive into this, let's do a



Update on Hedging Uni V3 positions with GammaSwap π½ : Some people misunderstand (myself included initially) that using leveraged UniV2 from GammaSwap will perfectly hedge IL of Uni V3 positions while still generating better trading fees than Uni V2. But this is not correct.


Although GammaSwap π½ is still complex and nascent (working on automating complex hedging with yield tokens), it is great to see users executing successful hedges manually π IL will soon be only a nightmare from the pastπ«‘ MLGA (Make LPing Great Again)









Incredible story DeFi Devin . Makes it clear where your grit and resilience come from. Glad to be building alongside you.


Giga quants at GammaSwap π½ figured out how to run Ethena-style basis trade on AMM yields. Works with any token. First up is ETH. Currently 38% APY. Read that again.


