Ecosyste.ms: Awesome

An open API service indexing awesome lists of open source software.

Awesome Lists | Featured Topics | Projects

https://github.com/Mikerah/awesome-foundations-of-DeFi

An Awesome List for resources on the foundations of Decentralized Finance (DeFi)
https://github.com/Mikerah/awesome-foundations-of-DeFi

List: awesome-foundations-of-DeFi

Last synced: about 1 month ago
JSON representation

An Awesome List for resources on the foundations of Decentralized Finance (DeFi)

Awesome Lists containing this project

README 

        
# awesome-foundations-of-DeFi

An Awesome list for resources on the foundations of Decentralized Finance (DeFi)



## Papers



### Automated Market Makers



- [Automated Market Makers That Enable New Settings: Extending Constant-Utility Cost Functions](https://www.cs.cmu.edu/~sandholm/automatedMarketMakersThatEnableNewSettings.AMMA-11.pdf)

- [An Analysis of Uniswap Markets](https://arxiv.org/pdf/1911.03380.pdf)

- [Improved Price Oracles: Constant Function Market Makers](https://arxiv.org/pdf/2003.10001.pdf)

- [Liquidity Provider Returns in Geometric Mean Markets](https://arxiv.org/pdf/2003.10001.pdf)

- [Logarithmic Market Scoring Rules for Modular Combinatorial Information Aggregation](http://mason.gmu.edu/~rhanson/mktscore.pdf)

- [Automated Market Making: Theory and Practice](http://reports-archive.adm.cs.cmu.edu/anon/2012/CMU-CS-12-123.pdf)

- [Why Stake When You Can Borrow?](https://arxiv.org/abs/2006.11156)

- [DeFi Protocols for Loanable Funds:Interest Rates, Liquidity and Market Efficiency](https://arxiv.org/pdf/2006.13922.pdf)

- [A Practical Liquidity-Sensitive Automated Market Maker](https://www.cs.cmu.edu/~./sandholm/liquidity-sensitive%20automated%20market%20maker.teac.pdf)

- [When does the tail wag the dog? Curvature and market making](https://arxiv.org/abs/2012.08040)

- [Replicating Market Makers](https://arxiv.org/abs/2103.14769)

- [Optimal Fees for Geometric Mean Market Makers](https://arxiv.org/abs/2104.00446)

- [YieldSpace: An Automated Liquidity Provider for Fixed Yield Tokens](https://yield.is/YieldSpace.pdf)



### DEXs



- [Flash Boys 2.0:

Frontrunning, Transaction Reordering, and Consensus Instability in Decentralized Exchanges](https://arxiv.org/pdf/1904.05234.pdf?kid=QWWTH)



### Stablecoins



- [Stablecoins 2.0: Economic Foundations and Risk-based Models](https://arxiv.org/abs/2006.12388)

- [While Stability Lasts: A Stochastic Model of Stablecoins](https://arxiv.org/abs/2004.01304)

- [(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks](https://arxiv.org/abs/1906.02152) [[📺 video]](https://www.youtube.com/watch?v=qOi50UtxL7A)

- [SoK: A Classification Framework for Stablecoin Designs](https://fc20.ifca.ai/preproceedings/119.pdf)

- [stablecoins.wtf – Stablecoin Data-Dashboard & Educational Content about Stablecoins](https://stablecoins.wtf)



### Stress Testing



- [The Decentralized Financial Crisis](https://arxiv.org/abs/2002.08099)



### Collateral



- [Balance: Dynamic Adjustment of Cryptocurrency Deposits](https://eprint.iacr.org/2019/675)



## Courses and Lecture Notes

- [Incentives in Computer Science: Prediction Markets](http://timroughgarden.org/f16/l/l18.pdf)

- [PHDBA 297T.4 Decentralized Finance](https://berkeley-defi.github.io/) in Berkeley



## Articles



- [Uniswap: A Good Deal for Liquidity Providers?](https://medium.com/@pintail/uniswap-a-good-deal-for-liquidity-providers-104c0b6816f2)

- [Understanding Uniswap Returns](https://medium.com/@pintail/understanding-uniswap-returns-cc593f3499ef)

- [Uniswap -- A Unique Exchange](https://medium.com/scalar-capital/uniswap-a-unique-exchange-f4ef44f807bf)

- [Beginner’s Guide to (Getting Rekt by) Impermanent Loss](https://blog.bancor.network/beginners-guide-to-getting-rekt-by-impermanent-loss-7c9510cb2f22#:~:text=What%20Is%20Impermanent%20loss%3F,the%20greater%20the%20impermanent%20loss.)

- [Liquidity Mining: A User-Centric Token Distribution Strategy](https://medium.com/bollinger-investment-group/liquidity-mining-a-user-centric-token-distribution-strategy-1d05c5174641)



## Books



- [Introduction to Quantitative Finance](https://www.oupcanada.com/catalog/9780199666584.html)

- [Options, Futures and other Derivatives](https://www.pearson.com/us/higher-education/product/Hull-Options-Futures-and-Other-Derivatives-9th-Edition/9780133456318.html)

- [A History of Interest Rates](https://www.wiley.com/en-ca/A+History+of+Interest+Rates,+4th+Edition-p-9780471732839)



## Videos



- [What is an AMM and why do we need it?](https://www.youtube.com/watch?v=Ui1TBPdnEJU)



## Podcasts



- [Staking derivatives & DeFi with Alex Evans (and Tarun!)](https://www.zeroknowledge.fm/140)



## Mathematics Background



### Books



- [Convex Optimization](https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf)

- [Algorithmic Game Theory](https://www.cs.cmu.edu/~sandholm/cs15-892F13/algorithmic-game-theory.pdf)

- [Introduction to Applied Linear Algebra](http://vmls-book.stanford.edu/vmls.pdf)



### Cours and Lecture Notes

- [Convex Optimization](https://web.stanford.edu/~boyd/cvxbook/bv_cvxslides.pdf)

- [Romano's personal notes on Options and Derivatives Trading](https://publish.obsidian.md/rnr/Index)



## People to Follow

- [Tarun Chitra](https://twitter.com/tarunchitra)

- [Guillermo Angeris](https://twitter.com/GuilleAngeris)

- [Hasu](https://twitter.com/hasufl)

- [Su Zhu](https://twitter.com/zhusu)

- [Jun-You Liu](https://twitter.com/orbxball)

- [Ariah Klages-Mundt](https://twitter.com/aklamun)

- [Dominik Harz](https://twitter.com/dominik0_)