@TheiaResearch
"LP returns are likely to trend closer to implied volatility due to market-driven lending rates."
What would be the mechanism? I understand that the option like characteristics would mean these things should price closer but is the idea that solvers will CEX <> DEX arb to close implied volatility rates between these two instruments?
"increase the cost of borrowing by not allowing said collateral to be lent out to earn yield"
Same question — where do you stack Morpho and Euler here? How does this factor in to the recent conversation by Morpho and Euler on rehypothecation?
"Existing models catering to a small subset of ERC20 tokens simply won’t scale DeFi any further without scaling risk and end-user customizability."
Boom
"also suffer from the lack of an aggregation layer"
Is the idea that no aggregation implies too much liquidity fragmentation?
"Euler V2."
Have you done anything on GammaSwap? I wasn't able to find it in search
This is a great piece
"Consumption-wise, there’s been ~$4.4k paid so far to access the maps"
Thank you. By the way, have you seen a good 101 resource for BFT algos?
"Consumption-wise, there’s been ~$4.4k paid so far to access the maps"
Would you be able to share the source for this? Do you have similar figures for Render?
"I can recommend this piece by Figment"
It seems like this piece is not accessible. Do you have it saved by any chance?
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