01
AMM Pricing Derivations
Mathematical derivations of automated market maker pricing functions, including constant product invariants, marginal pricing behavior, and slippage dynamics.
Working notes, derivations, and protocol design drafts from ongoing research at Sevryn Labs.
Mathematical derivations of automated market maker pricing functions, including constant product invariants, marginal pricing behavior, and slippage dynamics.
Research notes exploring bonding curve pricing models, supply-based token issuance, and the economic properties of programmable liquidity mechanisms.
Design notes on decentralized lending systems, including collateral ratio constraints, liquidation mechanisms, and protocol solvency guarantees.
Early exploration of privacy-preserving market architectures using encrypted orderbooks, fully homomorphic encryption, and verifiable computation.