DeFiGrail
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DATA AS OF 14:00 UTC
Current track
Esoteric
IL math, zero-coupon bonds, MEV, shared collateral.
Prerequisite Primer — TradFi Market Making
Bid-ask spreads, inventory risk, delta/gamma, adverse selection — the TradFi market-making concepts every LP question reduces to.
Impermanent Loss (Divergence Loss)
Divergence loss: why LPs underperform holding. IL = 2√P/(1+P) − 1.
TradFi: Short-gamma inventory P&L
Pendle PT Tokens as Zero-Coupon Bonds
Pendle PT as zero-coupon bond, YT as the floating leg of an interest rate swap.
TradFi: ZCB + interest rate swap
MEV — Maximal Extractable Value
Value extracted via transaction ordering — sandwiches, salmonella traps, builder auctions.
TradFi: Front-running + payment for order flow
Multi-Utilization Liquidity Layers
One collateral pool, many simultaneous jobs — rehypothecation with public books.
TradFi: Rehypothecation + cross-margining