I am currently Co-Founder & CTO at Multifactor
You can find my personal site here: autoparallel.xyz. All opinions shared there are my own and do not reflect any views from any organizations I am associated with whatsoever.
On the side, I love building mathematics-based software with Harness Labs.
Core Contributor to:
- Arbiter
- Multi-agent framework for design, simulation, and auditing
- Cova
- Abstract mathematics made computational
- Ronkathon
- Cryptography from first principles
In the past I studied mathematics and physics. Now, I've also become interested in computing, distributed systems, and cryptography. There's a wonderful interplay between math and computing that I started to love over the years. I would really enjoy getting to apply the background I have in pure mathematics to formal verification of software. Quantum computing is another subject high on my list of interests (and would be fun to explore deeper given my background in Clifford algebras).
Previously:
- Staff Research Engineer at Pluto
- Staff Research Engineer at Primitive
Ph.D. - Mathematics (Dissertation)
BS - Mathematics and Physics
Wrote an open source textbook: Mathematics for Physicists and Chemists.
- Dynamic Function Market Makers
- Describing a framework for AMMs with evolving trading functions.
- Portfolio: A New Asset Management Primitive
- Discussing the ideas and plans we have with our live protocol.
- Arbiter-Core Release v0.5.0
- Highlighting the changes in our minor release of
arbiter-core
- Highlighting the changes in our minor release of
- Portfolio Management: Value Functions and LP Shares
- Brief discussion on the assumed portfolio liquidity providers take in CFMMs.
- Introducing Arbiter v0.1.0
- Describing the simulation framework we are building at Primitive.
- Financial Virtual Machine
- A short formal paper on the FVM used to drive Primitive's core protocol: Portfolio.
- Solstat: A statistical approximation library
- Story telling about mathematical approximation leading to Primitive's use for an on-chain Gaussian approximation library.
- Gamma Exposure for Liquidity Providers Leads to Loss-Versus-Rebalancing
- Pointing out the relationship between LP's assumed gamma and how this leads to LVR.