AI-Powered Web3 Quantitative Research

Developing cutting-edge machine learning models and algorithmic frameworks to solve complex problems in decentralized finance

Cutting-Edge Web3 Quantitative Research

Our published papers advance the frontier of decentralized finance and algorithmic trading

Graph Neural Network for Cross-DEX Arbitrage Detection

Novel GNN architecture identifies arbitrage opportunities across 15+ decentralized exchanges with 92.4% accuracy and sub-1-second latency.

Graph Neural Networks Smart Contract Analysis Latency Optimization
Read Paper

Efficient Pump and Dump Detection on DEXs with Graph Neural Network

GNN-based framework for detecting pump-and-dump schemes on decentralized exchanges by analyzing on-chain transaction graphs in real-time.

Graph Neural Networks DEX EVM Simulation
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Core Technology Stack

Infrastructure built for high-performance Web3 quantitative research

Multi-Chain Node Infrastructure

Optimized full nodes and archive nodes for 15+ blockchains with sub-100ms latency for real-time data processing.

const node = new Web3NodeCluster({
  chains: ['ethereum', 'arbitrum', 'solana'],
  syncMode: 'fast'
});

AI Model Training Platform

Distributed training framework for deep learning models with PB-scale historical blockchain data and synthetic market scenarios.

from quantlab.models import ArbGNN

model = ArbGNN(
  num_layers=3,
  hidden_dim=256
)
train(model, dataset='dex_triangles')

Execution Simulator

High-fidelity EVM and SVM simulator with gas estimation and slippage modeling for strategy backtesting.

const simulator = new EVMSimulator({
  block: 15867845,
  strategies: ['arb', 'liquidations']
});
simulator.run();

Scientific Approach to Web3 Markets

Our research methodology combines rigorous academic standards with practical blockchain expertise

1

Data Collection & Processing

Construct comprehensive datasets from raw blockchain data including mempool transactions, DEX events, and oracle data.

2

Model Development

Design and train machine learning models targeting specific Web3 market inefficiencies.

3

Simulation & Backtesting

Test in high-fidelity environments with historical and synthetic market conditions.

4

Peer Review & Publication

Share findings with academic and industry communities to advance the field.

Research Performance Metrics

Model Accuracy

Arbitrage Detection 92.4%

Latency Benchmarks

0.3s
Opportunity Identification
1.2s
Full Cycle

Data Processing Volume

Daily Transactions 12.8M

Academic & Industry Collaborations

Partnering with leading institutions to advance Web3 quantitative research

W3F
Solana
EAA
IC3

Advancing the Science of Web3 Markets

Join us in pushing the boundaries of decentralized finance research