YIELD BASIS LEVAMM - PART I: THE ALGORITHM

Breaking down the algorithm behind Yield Basis’s leverage rebalancing mechanism

Apr 16 • Mirador News

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Can Impermanent Loss Be Hedged? A Simulation Study on GammaSwap

A structural explanation of impermanent loss and gain; and a detailed simulation of volatility-based hedging on GammaSwap.

Apr 3 • Mirador News

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March 2026

THE SHIFT FROM STATIC TO DYNAMIC LIQUIDATION IN AAVE V4

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Mar 6 • Mirador News

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February 2026

GAMMASWAP: THE BASIS OF “GAMMA SWAPPING” THROUGH PERPETUAL OPTIONS

A structural introduction to gamma exposure, impermanent loss, and how GammaSwap’s perpetual options enable gamma hedging

Feb 26 • Mirador News

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2026: SELECTIVE DISCLOSURE IS NOT ENOUGH FOR MASS INSTITUTIONAL ADOPTION

A market research on privacy infrastructure and institutional adoption in 2026

Feb 20 • Mirador News

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IMPERMANENT LOSS AND HOW YIELDBASIS MAKES IT “ZERO" - PART II: “CONSTANT” 2X LEVERAGE

How Continuous Rebalancing Transforms LP Curvature into Linear Price Exposure

Feb 13 • Mirador News

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BUILDER ECONOMICS IN HIP-3: IS DEPLOYING PERPETUALS STILL WORTH IT?

An incentive and sustainability analysis of deploying perpetual markets on Hyperliquid.

Feb 5 • Mirador News

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January 2026

HYENA: THE PERP DEX BUILT AROUND PRODUCTIVE MARGIN

A case study of USDe margin and capital-efficient perps under HIP-3

Jan 29 • Mirador News

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IMPERMANENT LOSS AND HOW YIELDBASIS MAKES IT “ZERO" - PART I: IMPERMANENT LOSS - A SIMPLE MATHEMATICAL EXPLANATION

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Jan 22 • Mirador News

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INSIDE AAVE HORIZON: A THREE-PERSPECTIVE MECHANISM BREAKDOWN

AAVE Horizon - broken down through users, borrowers, and the issuer perspectives to reveal yield, risk controls, and core constraints.

Jan 15 • Mirador News

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WHY HYPERLIQUID CHOSE USDC: DESIGN RATIONALE, TRADE-OFFS AND FUTURE PATHS

The reasons behind USDC’s dominance on Hyperliquid DEX, together with associated risk factors and design considerations for reducing reliance on a…

Jan 9 • Mirador News

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AAVE V4: A FAIRER LENDING MODEL WITH RISK PREMIUM

Breaking down Risk Premium mechanism to explore how AAVE V4 prices Collateral Risk directly into Interest Rates

Jan 7 • Mirador News

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