Quantitative analysis of crypto carry trade strategies (funding rates, staking, Pendle) on BTC/ETH, using historical data and visual insights.
-
Updated
May 18, 2025 - Jupyter Notebook
Quantitative analysis of crypto carry trade strategies (funding rates, staking, Pendle) on BTC/ETH, using historical data and visual insights.
Market making engine for Boros (Pendle's on-chain funding rate swap market). Curve bootstrapping over multi-maturity implied APR, Avellaneda-Stoikov quoting on DV01 inventory, off-chain margin/liquidation replica verified against on-chain source, cross-venue and calendar-spread arbitrage signals, independent risk-monitor kill switch. 231 tests.
Institutional-grade quantitative analytics, fair value pricing model, and point farming leverage scanner for Pendle Finance Yield Tokens (YT).
A unified DeFi router that integrates multiple protocols (Pendle, Curve, 1inch, Aave V3, Morpho Blue) into a single intelligent API
Funding rate mean reversion trading system for Boros (Pendle's funding rate platform)
Interest rate swaps on Uniswap v4 -- EthGlobal New Delhi
Autonomous AI-driven DeFi agent — delta-neutral yield farming across Aave, Morpho, Pendle & Ethena. LLM decision brain (Llama 3.1 70B), dynamic health-factor risk engine, simulation + on-chain execution, real-time React terminal.
infiniFi (InfiniFi Labs) is a DeFi protocol that amplifies returns on existing DeFi yield platforms — Pendle, Ethena, AAVE, and others it calls "farms" — by applying fractional-reserve banking principles on-chain.
Add a description, image, and links to the pendle topic page so that developers can more easily learn about it.
To associate your repository with the pendle topic, visit your repo's landing page and select "manage topics."