about me

Hi, I'm Cory Wagaman-Eure, a student at the University of Mary Washington studying Computer Science, Applied Economics, and Applied Mathematics. My main interest is in decentralized finance, specifically market design and tokenomics.

I'm currently working as a software engineer for Lockchain.ai, building the Early Opportunities Notification System. In my free time, I'm researching at the intersection of market microstructure and defi.

projects

• Argus - Live DEX-CEX Microstructure Trading Dashboard

  Tool which shows live candles for any given Uniswap v3 pool, along with the basis in bps in reference to the same token on Binance and Coinbase. Live Hidden Markov Model used to classify volatility regimes of DEX pool orderflow.

  [Source Code]
• AMM Market Microstructure Lab

  Adverse selection, liquidity, and other research for Uniswap pools.

  [Source Code]
• Crypto Execution Quality Simulator

  Cefi and Defi mids, estimating adverse selection... Did this project before learning about LVR, cool to look back on.

  [Source Code]

research

• Is Retail Dead?

  Research paper written in collaboration with Vessel.xyz examining stablecoin ownership concentration across Ethereum and Solana.

  [Paper]
• Ethereum Congestion and the Mean Reversion of DEX-CEX Price Spreads

  Empirical research on whether Ethereum congestion slows the correction of DEX-CEX mispricing, showing that higher gas weakens price alignment when arbitrage is actively operating.

  [Paper]
• The Signal and the Noise Reflection

  Some thoughts on the ways in which institutions incentivize inacurate forecasting, embedded in a reflection of Nate Silver's 'The Signal and the Noise'.

  [Paper]

blog