Developing cutting-edge machine learning models and algorithmic frameworks to solve complex problems in decentralized finance
Our published papers advance the frontier of decentralized finance and algorithmic trading
Novel GNN architecture identifies arbitrage opportunities across 15+ decentralized exchanges with 92.4% accuracy and sub-1-second latency.
GNN-based framework for detecting pump-and-dump schemes on decentralized exchanges by analyzing on-chain transaction graphs in real-time.
Infrastructure built for high-performance Web3 quantitative research
Optimized full nodes and archive nodes for 15+ blockchains with sub-100ms latency for real-time data processing.
Distributed training framework for deep learning models with PB-scale historical blockchain data and synthetic market scenarios.
High-fidelity EVM and SVM simulator with gas estimation and slippage modeling for strategy backtesting.
Our research methodology combines rigorous academic standards with practical blockchain expertise
Construct comprehensive datasets from raw blockchain data including mempool transactions, DEX events, and oracle data.
Design and train machine learning models targeting specific Web3 market inefficiencies.
Test in high-fidelity environments with historical and synthetic market conditions.
Share findings with academic and industry communities to advance the field.
Partnering with leading institutions to advance Web3 quantitative research
Join us in pushing the boundaries of decentralized finance research