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Degen Code

BowTiedDevil

The complete guide to building Ethereum trading & arbitrage bots.

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Substack
PricingFreemiumPublishesWeekly
Issues220Founded4 years agoLast Issue5 days ago
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Latest Issues

Numerical Optimization — Part V: Closed-Form Solutions

The Answer Hiding in Plain Sight

In Part IV, while deriving analytical gradients for the Newtonian methods benchmark, we paused on the simple case of two V2 pools with the same token pair. The profit function P(x) and its derivative dP/dx​...

5 days ago
1
Paid

Numerical Optimization — Part IV: Newtonian Methods

Standing on the Shoulders of Giants

The derivative-free methods covered in Parts II and III treat the objective function as a black box, probing inputs and observing outputs without requiring knowledge of the internal structure. This flexi...

12 days ago
2
Paid

Numerical Optimization — Part III: Derivative-Free Methods (Multivariate)

More Pools (Maybe) More Profits

Part II covered derivative-free methods for the simple arbitrage problem: two pools holding the same token pair, optimizing for maximum profit from a single trade.

25 days ago
4
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Numerical Optimization — Part II: Derivative-Free Methods

Black Box Optimization

Part I outlined the structure of our optimization effort before concluding with a simple benchmark of SciPy’s minimize_scalar methods.

a month ago
4
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Numerical Optimization — Part I: Introduction

Who Optimizes the Optimizers?

MEV searching boils down to a set of critical elements: pathfinding, numerical optimization, execution.

a month ago
3
Paid

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  • BowTiedDevil

    Self-taught coder, engineer, blockchain enthusiast, technical writer.

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