Published research, with methods.

Does Coverage Acceleration Add Signal Beyond Velocity in Market-News Lifecycles?

A pre-registered, leakage-safe test of whether backward-looking title-arrival acceleration adds held-out discrimination beyond level, heat, and velocity in a production news-clustering system. The incremental-signal claim is falsified: Delta_AP = -0.0121 and the permutation negative control fails.

Priority Ordering in Perpetual CLOBs: Measuring the Latency Tax on Takers

Mean Reversion Speed in Solana DeFi Tokens: OU Half-Life Estimation Across Market Regimes

Transformer vs. LSTM for Funding Rate Prediction: A Rigorous Comparison

Embedding Drift in Crypto Sentiment Models: When to Retrain?

Bridge Latency as a Trading Risk Factor: Quantifying Cross-Chain Arbitrage Window Decay

Write-Lock Contention in Solana Trading Programs: Measuring Real Sealevel Parallelism

Funding Rate Predictability: Comparing OU, ARIMA, and Regime-Switching Models

Anchor vs. Native Programs: When to Break the Abstraction

AMM Design for Prediction Markets: Constant Product vs. Constant Sum

Bridging Perpetual Positions: Cross-Margin Across EVM and Solana

Order Book Reconstruction from On-Chain Data on Hyperliquid

Fine-Tuning LLMs for Market Commentary: Lessons from 10,000 Generated Reports

Liquid Staking Derivatives and Systemic Risk in DeFi

Agent Communication Protocols: How AI Systems Should Negotiate

Why Embedding-Based Sentiment Beats Traditional NLP for Crypto Trading

FPGA Acceleration for Vector Similarity Search in Trading

GPU Clusters for Real-Time Embedding Generation at Scale

MEV-Resistant Order Flow Auctions: Design and Implementation

AMM slippage as fraction of pool reserves

The Case Against AMMs: Why Order Books Win for Institutional DeFi

Market Manipulation in Prediction Platforms: Detection and Prevention

Portfolio Construction with Crypto-Specific Risk Factors

Conceptual model: DEX spread as function of venue friction

Liquidity Dynamics on Perpetual DEXs: A Comparative Study

Funding rate dispersion analysis — top 20 symbols by absolute annualized rate

Funding carry factor construction

Systemic stress indicator: funding rate dispersion ratio

The Real Cost of Solana Transactions: A Benchmark Study

Unified Execution Layers: Why TIDE Protocol Chose Multi-Chain from Day One

Sandwich Attacks on DEX Aggregators: Anatomy and Mitigation

Solana fee calculator (simplified)

Kelly Criterion in Practice: Position Sizing with Uncertain Edge

Embedding a funding rate window for similarity search

Memory Architectures for Persistent Trading Agents

Impermanent Loss as a Strategy: When AMM Mispricings Create Edge

MEV in Perpetual DEXs: Extractable Value on Hyperliquid

Oracle Design for Binary Event Resolution: Lessons from HELM

Multi-Agent Coordination for Portfolio Management: Evidence from Concurrent Perpetual Futures Trading

Sub-Second Settlement: How Solana Enables a New Class of Trading Agents

Building Safe Autonomous Agents: The Circuit Breaker Pattern

Funding Rate Mean Reversion: Testing Ornstein-Uhlenbeck Dynamics in Perpetual Futures Markets

Funding Rate Arbitrage: Structural Alpha in Perpetual Futures

Account Model Optimization for High-Throughput Trading Systems

Cross-Chain Liquidity Fragmentation: Quantifying the Cost and Solutions

Regime Detection in Crypto Markets Using Hidden Markov Models

Reinforcement Learning for Dynamic Position Sizing in Volatile Markets

Edge Inference for Real-Time Trading: Running Models on Bare Metal

Cross-Sectional Momentum in Crypto: Does It Exist?

Anorion: The Open-Source Agent Gateway That Treats Agents as First-Class Citizens

Walk-Forward Optimization for Crypto Trading Strategies

Attention Mechanisms in Financial Time Series: Beyond the Hype

AI-Driven News Arbitrage in Perpetual Markets

The Convergence of Solana and Prediction Markets

Building Autonomous Trading Agents with Real-World Intelligence