Vest provides open‑source quantitative frameworks for DeFi protocols, offering tools such as convex‑optimization liquidation engines, virtual AMM liquidity curves, and risk‑indifference pricing models that incorporate multivariate volatility forecasts. By publishing research papers and implementation code, Vest enables protocol developers and quantitative analysts to integrate precise pricing bounds, adaptive funding rates, and robust risk controls directly into smart contracts, improving capital efficiency and reducing liquidation risk.
Funding
Funding not disclosed
Founders
Product
Problem
DeFi protocols often lack robust quantitative models for pricing, risk assessment, and optimal liquidity management, leading to inefficient capital allocation, heightened liquidation risk, and suboptimal funding rates.
Solution
Vest addresses these gaps by developing and publishing advanced mathematical frameworks and algorithms for risk‑indifferent pricing, virtual AMM liquidity curves, and optimal liquidation strategies. The platform leverages convex optimization, multivariate volatility forecasting, and utility‑indifference theory to generate precise pricing bounds and funding rate models that can be directly integrated into on‑chain protocols. By making the research openly available alongside implementation guidance, Vest enables protocol developers to embed rigorous risk controls and improve market efficiency without building the underlying theory from scratch.
Target Audience
Primary users are DeFi protocol developers, institutional traders, and quantitative analysts seeking to implement mathematically sound pricing and risk management tools.
Features
- Convex‑optimization based liquidation engine that minimizes slippage and collateral loss
- Virtual AMM (vAMM) model with analytically derived liquidity curves for accurate price impact estimation
- Risk‑indifference pricing framework that incorporates multivariate volatility forecasts for multi‑asset derivatives
- Bandit and adaptive funding rate algorithms that dynamically adjust rates based on market conditions
- Open‑source research papers and code repositories for seamless integration into smart‑contract systems