ahzam

researching liquidation dynamics and modelling risk parameters at asgard finance, developed our yield terminal. summer fellow at solana, hosted by superteam dao.

current areas of exploration

understanding the fixed yield market
self studying convex optimization
modelling tick behaviour in uniswap v3
using control theory for dynamic interest rates

previously: backend at castmoney and llm pipelines at find signal.

i'm hoping to spend summer working alongside defi research teams to deepen my understanding of onchain markets.

selected projects

uniswap tick analysis

dissecting concentrated liquidity mechanics

Challenges "wider = safer" LP myth in CLMMs. Shows tighter ranges maintain value better while wider ranges expose LPs to more tail risk.

orca jlp/usdc risk dashboard

risk analytics for token pair

Analyzes JLP/USDC pool data with drawdown, returns, volatility clustering, and liquidation probability models under various leverage scenarios.

hedgeterminal

institutional analytics for everyone

Analytics terminal for tracking institutional holdings from SEC filings, visualizing returns, and surfacing fund insights with zero friction.

lh2fail

monte carlo failure simulation

Monte Carlo simulation quantifying failure probabilities of liquid hydrogen tanks using 100M+ samples and performance-tuned Rust code.