saint-graves/sica-fondt
1
0
Fork 0
mirror of https://github.com/SHOGGOTH-SECTOR/sica-fondt.git synced 2026-09-30 01:15:10 +00:00
Code Issues Packages Projects Releases Wiki Activity

Enrich M3 sim sub-specs with 11 discovered frameworks and 360:1 minimum speed

Browse Source 
- M3 hub: add L3 invariant (360:1 minimum sim speed), six-horizon time table
- M3a: add Heston stochastic vol, rough volatility (fBM), HMM regime detection,
  DCC-GARCH copula, jump-diffusion; six-horizon mapping
- M3b: add Hegselmann-Krause bounded confidence, complex contagion, bandit-
  replicator hybrid, MFG (HJB+FP), pump-and-dump 3-type ABM; six-horizon mapping
- M3c: add six-horizon time table
- M3d: add Kolokoltsov adversarial (non-linear FP + WENO), DSMFG bilevel
  optimization, cross-chain adversarial arbitrage; six-horizon mapping
- M3e: add kinked lending rate model, DeXposure inter-protocol credit network,
  composable yield optimizer; six-horizon mapping
- M3f: add MFG for validator populations, six-horizon time table
- M3g: add Almgren-Chriss optimal execution, six-horizon mapping
- CLAUDE.md: add subagent productivity note

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
Claude
2026-07-13 21:29:38 +00:00
parent 98a6f9a0b1
commit 1da2fa19c6
9 changed files with 412 additions and 146 deletions
Download Patch File Download Diff File Expand all files Collapse all files
core/docs/plans/M3c-amm-liquidity-sims.md
+9
View File
@@ -31,6 +31,15 @@ invariant calculations (Solidity-equivalent precision). Python, Rust, or Julia.
time_horizon: "7d", sim_type: "amm_liquidity" }` — projected impermanent loss for ETH/USDC pool.
Example: `{ value: 0.082, lower_bound: 0.041, upper_bound: 0.127, confidence: 0.85,
time_horizon: "30d", sim_type: "amm_liquidity" }` — net LP return (fees − IL).
- **Time-horizon mapping** (all run concurrently, ≥ 360:1 speed):
| Horizon | Primary models | Update cadence |
|---------|---------------|----------------|
| Tick–hourly | Slippage curves, invariant state, JIT liquidity | Every swap event |
| Daily | IL accumulation, fee income, LP profitability | Hourly roll |
| Weekly | Optimal LP range recalculation, pool composition | Daily roll |
| Monthly | LP strategy evolution (passive vs. active rebalance) | Weekly roll |
| Annual | Pool lifecycle, fee tier competitiveness | Monthly roll |
| 5-year | AMM design evolution, concentrated liquidity adoption | Quarterly roll |
- **Prediction types:** `impermanent_loss`, `pool_return`, `optimal_range`, `slippage_estimate`,
`lp_withdrawal_threshold`.
- Calibration: ingests `dex_pool_state` and `price_tick` from M2.