Racing in Vail, Colorado. Source: Photo by Shichou.

Perpetual Swaps are emerging in Decentralized Finance (DeFi) in two different forms. Either using limit order books like their centralized counterparts, or using an Automated Market Maker (AMM) approach. …

Photo by Jen Theodore on Unsplash

We investigate whether imbalanced order books lead to price changes towards the thinner side of the book. That is, by this hypothesis prices decrease when limit order books have large volumes posted at the ask side relative to the bid side, and if order books are more heavy on the…

Vasili Shichou

Risk Management quant by day, algo trading researcher by night | MSc Computer Science/PhD Economics

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