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Author

YK

Posted on

2021-09-19

Updated on

2026-04-23

Licensed under

YK

YK

Quant

Shanghai, China

Posts

55

Categories

4

Categories

  • Data Science14
  • Information Technology5
  • Quantitative Trading37
  • Reflections6

Recents

2026-04-22

Convertible Bond Quant Strategy: Alpha Selection, CCB Pricing, and Futures Hedging

Quantitative Trading

2026-04-22

AMM Quant Deep Dive 02: A Derivatives Pricing Model for Uniswap V3

Quantitative Trading

2026-04-07

The Rise and Fall of an Obscure On-Chain LP Strategy: Clouds Break, the Moon Appears, and Flowers Cast Shadows

Quantitative Trading

2026-01-22

10,000x Faster: The Ultimate High-Performance Normal Integration Solution, with Code

Data Science / Quantitative Trading

2025-12-07

[AMM Quant Deep Dive 01] Understanding the Economic Essence of AMMs: From Impermanent Loss (IL) to Loss-Versus-Rebalancing (LVR)

Quantitative Trading

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