Jason Milionis
@jason_of_cs
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@Columbia Computer Science PhD student at the CS Theory group.
Joined March 2021
@AcmSIGecom and community, come learn about AMMs on 6/26 at 2pm ET! @ciamac, @Tim_Roughgarden and myself are super excited to be presenting a virtual #EC2024 tutorial on automated market makers (AMMs) and loss-versus-rebalancing (LVR). Here’s the website:
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RT @PGarimidi: Turns out a lot of the mechanisms we see in crypto can trace their roots back to foundational econ work from the 80s studyin…
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RT @Tim_Roughgarden: Videos from my LVR tutorial with @jason_of_cs @ciamac at EC '24 last summer are up! (About 90 minutes total. Links in…
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RT @bahrani_maryam: Stoked to share what I’ve been working on for the last year with @n_durvasula at @ritualnet Resonance -- a new fee mar…
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RT @n_durvasula: Introducing Resonance: A fee mechanism for a computationally heterogeneous world. Resonance efficiently coordinates payme…
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Great work that everybody should know about on restaking risks!
My work on restaking risks with @n_durvasula now has an accompanying talk, from the SBC Consensus workshop organized by @ErtemNusretTas @ssrivatsan97 @dntse:
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@lobstermindset Most of the times it’s caused by a “slack” present in the system (that has to exist because of lack of information) and then competition for this slack creates the MEV.
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RT @lauradoval: 📢📢 Please join us on June 26 at 2 pm ET to learn about Automated Market Makers from the expert hands of @jason_of_cs @ciama…
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Finally, @Tim_Roughgarden will go into the nitty gritty of the mathematics behind LVR. This part will leave you with sufficient background to fully understand and derive a characterization of LVR in the most basic model studied in continuous-time finance, the Black-Scholes model.
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Had an absolutely amazing time being a panelist! Thanks for hosting. Looking forward to the next discussion.
One of the most fun panels I have ever hosted. Thanks again to @ciamac @MaxResnick1 @jason_of_cs for joining us at Sorella house. Great questions from the crowd also. cc. @kevinxpang
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LVR is tremendously easy to use in practice for (insert your favorite application here)!
If you're a data scientist or academic working on measuring AMM LP returns, you should be using Loss-Versus-Rebalancing (LVR)! @jason_of_cs @ciamac @tim_roughgarden and I wrote a simple practitioner's guide showing how to use LVR, with example code in R and Stata!
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RT @ciamac: New podcast released, wherein I discuss loss-vs-rebalancing (LVR) with Fahad Saleh and Andreas Park (@financeutm). https://t.c…
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