📄️ Why Large Trades Fail on DEX - From 5% Slippage to 10% Price Crashes
Why institutional-scale trades fail on DEX: at $10M+ notional, DEX slippage hits 10% and stays there. Data-driven analysis of the liquidity ceiling that routes large orders to OTC desks instead of Uniswap.
📄️ C++ Trading - Building a DEX Market Maker: Simulating Uniswap V3 Liquidity Provision
How to build a DEX market maker in C++ that simulates Uniswap V3 liquidity provision in price bands, tracks fee earnings, and models how liquidity distribution changes as prices move.
📄️ Fading Toxic Flow: An Automated Mean-Reversion Strategy for DEX Liquidity Shocks
A microstructure alpha engine that detects isolated DEX liquidity shocks and systematically fades them, betting that temporary AMM price impacts revert to equilibrium. Full strategy design and implementation.
📄️ Aftershock: How rsETH/wstETH Liquidity and Price Moved in the Hours After April 18
What happened to rsETH/wstETH liquidity and price in the hours after April 18, 2026: a block-by-block onchain analysis of the ripple effects on a thin Uniswap v3 pool, including 72.7% price impact, 108-second recovery, and what the aftermath reveals about AMM behaviour under stress.
📄️ Big O Notation and Time Complexity Analysis for Uniswap V3 Smart Contracts
Big O time complexity analysis applied to Uniswap V3 smart contracts. How factory operations, pool lookups, and fee tier configuration scale as the protocol grows — and what it means for gas costs.