Top Results137 results
Aave on AVAX, Delta One Farming, & veToken Alternatives
Yield Insights] Delta One Farm Delta One aims to democratize sustainable yield to the next wave of...Delta also offers a stablecoin and wrapped asset suite....Delta encourages users to withdraw their initial investments + yield in terms of these Delta stables...
8 Min
Money Markets
Apr 2022
Delta-Neutral AXS Farming, LUNA Burns, Yield Generating NFTs
The trade is delta-neutral — meaning there’s no price risk —  and captures the difference....If many traders take the delta-neutral opportunity, it could cause funding rates to go further negative...
4 Min
Infrastructure
Oct 2021
The Rise of Ethena: Unpacking The Emerging Synthetic Dollar
Moreover, by democratizing access to the delta-neutral basis trade and allowing it to seamlessly compose...Positive Delta (stETH) + Negative Delta (Short ETH-PERP) = Delta-Neutral (USDe) Consequently, if the...USDe’s delta-neutrality means that only $1 of collateral is needed to mint 1 USDe.
40 Min
DeFi
Apr 2024
Following the Market's Footprints: Order Flow Explained
Delta-driven bars are constructed based on a user-set minimum delta transacted before a new bar is created...Blue represents positive delta (buying pressure) and red represents negative delta (selling pressure)...Type 2: Delta Footprint Profile – The delta footprint displays a single number as opposed to the bid/...
28 Min
Financial Market Themes
Feb 2023
The DeSocial Protocols
The Delta Hubs Unlike Nostr relays, which run in isolation with each one having its local view of the...Deltas create links between user accounts and form their social graphs....The protocol takes a very opinionated approach to address this issue; hubs prune any deltas older than...The thesis here is that the most important deltas are the most recent ones.
25 Min
Social Media
Apr 2023
Lyra: A Next Generation Options AMM
Delta Reliance: Delta (Δ) refers to the sensitivity of an option price to a change in the price of the...Delta Hedging: Perhaps the biggest improvement Avalon has to offer is delta hedging of the MMVs; providing...After successfully demoing delta hedging for the sLINK and sSOL MMVs at the end of v1, delta hedging...
23 Min
Options
Sep 2022
The Revival of MakerDAO: Unpacking The MKR Thesis
The delta between what Maker generates from its assets and pays out on its liabilities is essentially...To sum things up, Maker’s core business ultimately boils down to the delta between the yield generated...income: Increasing the supply of DAI Increasing the relative share of unstaked DAI Increasing the delta...
18 Min
DeFi
May 2024
Navigating the Wake of Choppy Selloffs
Nailing It Down With Delta Going one step further to nail down an entry, we can look at the above chart...Below you will find a 5minute BTCUSDT footprint chart in the form of delta profiles....Delta profiles simply refer to the difference between finalized executions at the bid and ask.
14 Min
Macro & Markets
May 2022
DYDX Valuation Analysis & DEX Perps Comparison
These include delta-neutral/minimized vaults, levered GLP positions, and other yield aggregation vaults...GM pools only have 1 long asset within the LP to hedge to have minimal delta exposure....However, the stablecoin-only pools may compete with any delta-neutral stablecoin vault.
40 Min
Derivatives
Jul 2023
The Year Ahead for DeFi
Theme #5: Improving the State of Passive LP Products and Emphasizing Delta Neutrality Uniswap v3 and...Lyra Finance’s Avalon update brought the first delta-hedged AMM to DeFi....Delta hedging is extremely difficult to implement, but more delta-neutral AMMs and sustainable yield...One overlooked aspect of its potential is facilitator #3: delta-neutral positions.
54 Min
Options
Dec 2022
The Inner Workings of DeFi Option Vaults (DOVs)
In reality, DOVs are looking at the delta for options in every expiry and then algorithmically choosing...DOVs tend to target selling options with a delta of 0.1-0.2 (or -0.1 to -0.2 for puts)....However, delta targeting differs across different DOV products.
15 Min
Vaults
Jul 2022
The Future of Order-Book Liquidity (Part II - deUSD)
Given both positions offset one another, this creates a delta neutral position insensitive to any price...Consequently, this could undermine the delta-neutrality of the basis trade....Elixir introduces deUSD, a synthetic dollar backed by stETH and short ETH-PERP positions, enabling delta-neutral...
12 Min
Orderbook
May 2025
Tracer (Mycelium) Brings Perpetual Pools to Arbitrum
DeFi-composable yield strategies that have evolved from Tracer’s leverage tokens are skew farming and stake-able, delta-neutral...Delta Neutral Balancer Pool Positions More complex strategies, which currently have to be manually executed...This forms a delta neutral position – provided the skew is 1 (i.e. the perpetual pool is perfectly balanced...
12 Min
Perpetual Futures
Mar 2022
UST Overtakes DAI, Astroport TVL, USDT Supply on Exchanges
LUNA to lock up in the Astroport lockdrop, then hedging their position via perpetual futures to remain delta...Negative funding rates across major exchanges further suggest delta-neutral traders played a part.
3 Min
Algorithmic Stablecoins
Dec 2021
Squeeth & The Crab Strategy
Uniswap V3 positions, options can be hedged with Squeeth due to the quadratic nature of the remaining delta...Where a typical delta hedge for an option captures the exposure for a small range of price changes, a...is designed for a sideways market and handles the rebalance of Squeeth debt and ETH collateral for a delta...
9 Min
Structured Products
Feb 2022
Sudoswap: Where DeFi Innovation Meets NFT Markets
With the delta set at 5%, the price of NFTs changes every time it’s traded by the delta percentage....With a 2.69% swap fee and 1.69% delta parameters, Based Ghouls earned 3 ETH from over 200 trades, all...
11 Min
NFT Marketplace
Sep 2022
Auction Market Theory & Invalidating Trades
One could even go further and use the delta footprints described last week, but it’s likely a bit overkill...such as Open Interest, Funding Rates, Liquidations to determine overall market positioning Utilize delta...composite view, while using 30 minute time cycles to look for opportunities, and executing on a ~5min delta...
10 Min
Macro & Markets
Jun 2022
Celebrating Valentine's Day With The Revamped Delphi Daily
Attached to the y-axis on the right, you will find what is known as a Delta Profile....Second, the delta profile shows you the delta, or difference between buying and selling volume present...When looking at the Delta profile on the right, the composite profile shows a top-heavy distribution.
9 Min
Layer 1 / L1
Feb 2022
Ethereum Futures Funding Rates Decline as Traders Turn Bearish
Negative funding rates may also indicate that traders are hedging spot ETH positions to remain delta...
4 Min
Layer 1 / L1
Aug 2022
Monthly Chartbook - Another Year, Another Rally
Rage Trade and GMD have delta-neutral GLP vaults that allow users to get exposure to GLP yield but not...the delta-risk associated with the pool of crypto assets in GLP.
15 Min
Macro & Markets
Feb 2023