I lead quant research at Proof, where we're building conditional markets. Previously, I was a quant researcher and protocol engineer at Velocity Exchange, formerly Drift Protocol, working on exchange economics, market making and core protocol development.
Before Drift I was a research engineer at Asgard Finance, where I modelled liquidations, did AMM research and built an onchain terminal. I was also a Solana Foundation fellow in 2024. My full CV is here .
Research
Depositing more should not earn lessWhen depositing more into a lending pool can lower your income, and which rate curves rule it out. Live Drift markets break it at least one hour in nine.
arXiv
Impermanent loss in a DLMMOnly crossed liquidity drives the loss, and for uniform liquidity it grows quadratically with the number of bins crossed.
Paper
Liquidity ranges in concentrated AMMsAt equal starting capital, the tightest Uniswap v3 range supplies 5.8 times the liquidity near the starting price and loses about three times as much against holding.
Note
Selected projects
headlaneLive London bus and Tube arrivals near you
velocity-v1Solana perps and spot protocol
drift-rsContributions to Drift's Rust SDK
keep-rsLiquidation and order filling infrastructure
quickmarkExecution and markout analysis in Rust
titan-clientRust client for the Titan Swap API on Solana
dilithiumCRYSTALS-Dilithium signature scheme implementation
fromthednaExploring protein sequences with ESM-1b
Get in touch
I enjoy talking about DeFi and hearing what other people are working on. If you'd like to discuss some research, build something together, or think I'd be a good fit for your team, send me an email or DM me on X . Always happy to chat.