ciamac moallemi
@ciamac
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professor @Columbia_Biz / research @paradigm @uniswap / stochastic control, quantitative finance, market microstructure, blockchain
new york city
Joined February 2009
The gaslighting here is astonishing. Acting President @ClaireShipman should speak for herself. As a @Columbia faculty member I do not share her values of authoritarian university governance and enforcement of ideological conformity, all to advance a racist Trump admin agenda.
Acting University President Claire Shipman, CC ’86, SIPA ’94, described Columbia’s Wednesday agreement with President Donald Trump’s administration to pay $220 million to restore funding as “in line with our values” in her first interview with Spectator. https://t.co/pUyNkjWSUy
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🚨 11 AM ET Today: @ciamac and @0x94305 present work on arbitrage profits at decentralized exchanges. Register at https://t.co/T7HVK6AzHo
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1/ The first episode explores: ‘Optimal Dynamic Fees for Blockchain Resources’ Featuring cohosts @cryptoeconprof & @ShyamSridhar7 and guests @ciamac @DavideCrapis & @misilva73 Happening at 15:00 UTC https://t.co/qzLaJAR947
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@haydenzadams @MarkToda @danrobinson @nero_eth @metachris @DavideCrapis @nerlsss @Freddmannen @sui414 @a16zcrypto @ciamac @AriJuels @PGarimidi @orbmis @thebellcurvepod @xin__wan @ballsyalchemist @Data_Always @crypticwoods_ @TimBeiko @tzhen @casparschwa @OanaDesu @afk0b @sxysun1 @lstephanian @VitalikButerin @boez95 @rezabfil @hoops_felix @0xangelfish @socrates1024 @mmrosum @ralexstokes @yeak__ @potuz_eth @_julianma @AustinAdams10 @saraareynolds @omw_to_the_moon @skominers @Tim_Roughgarden @BarnabasBusa @parithosh_j @robin_ethz @AndreaCanidio #60 Quantifying the Value of Revert Protection by Brian Zhu, @xin__wan, @ciamac, @danrobinson, and @BradBachu presents a game-theoretic model to quantify the value of revert protection in priority auctions. https://t.co/nuEDX8LO72
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@haydenzadams @MarkToda @danrobinson @nero_eth @metachris @DavideCrapis @nerlsss @Freddmannen @sui414 @a16zcrypto @ciamac @AriJuels @PGarimidi @orbmis @thebellcurvepod @bertcmiller @xin__wan @ballsyalchemist @Data_Always @crypticwoods_ @TimBeiko @tzhen @casparschwa @OanaDesu @afk0b @sxysun1 @lstephanian @VitalikButerin @boez95 @rezabfil @hoops_felix @0xangelfish @socrates1024 @mmrosum @ralexstokes @yeak__ @potuz_eth @_julianma #31 am-AMM: An Auction-Managed Automated Market Maker by @AustinAdams10, @ciamac, @saraareynolds and @danrobinson presents an AMM design that reduces LVR through an onchain auction for the right to configure, and receive pool fees. https://t.co/iEM1gRZXoZ
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The Angstrom v1 Whitepaper is live! @ksrini_, @0xvanbeethoven, and @ciamac provide a technical deep dive into the many intertwined mechanisms that collectively form Angstrom. Let’s dive in 🧵
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🚨 Interesting update to our model of LVR with fees! Our updated paper with @ciamac @Tim_Roughgarden now also captures gas fees. Most importantly, we prove that lower gas fees **help LPs** by reducing LP losses. 1/2
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Register at https://t.co/xrvErB3iEO to see @0x94305 present this work in a webinar. Bonus: @ciamac will also present, and @PaoloGuasoni will moderate.
columbiauniversity.zoom.us
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This impressive paper is the biggest contribution to modeling LVR since 2023 It’s the first paper to model LVR for uniform block times (like almost all chains now have) This means that switching from PoW to PoS may have reduced LVR by ~17%, just due to deterministic block time!
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The feckless leadership and trustees @Columbia again trample university governance in their continued collaboration with the Trump administration.
After the Trump administration sent Columbia a list of demands, the University pledged to alter the board that oversees protest-related disciplinary cases. Columbia’s trustees then enacted those changes without consulting the University Senate. https://t.co/GIiiqmir89
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Save the date: the next Columbia CryptoEconomics Workshop will be December 10th and 11th @ciamac @DavideCrapis @drakefjustin @barnabemonnot @mikeneuder
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@CoWSwap This entire thread is a misrepresentation of how UniswapX works. First, it’s important to understand when the Dutch auction actually starts. In many cases, swaps are filled by an exclusive RFQ filler before the auction even kicks in. And even when the auction does start, decay
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New research with @_Dave__White_ @danrobinson: how to implement customizable, concentrated liquidity for n>2 asset stablecoin AMMs.
The future holds a million stablecoins. Today's infra isn't ready. Introducing Orbital, an automated market maker for pools of 2, 3, or 10,000 stablecoins. Orbital unlocks capital efficiency by bringing concentrated liquidity to higher dimensions. w/ @danrobinson @ciamac 1/8
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"Defunding NSF means defunding scientists in the U.S. - including those leading crypto innovation." In a new @CoinDesk op-ed, leading American researchers @danboneh, @josephbonneau, @giuliacfanti, @benafisch, @AriJuels, @socrates1024, @FKoushanfar, @dntse, @ciamac, and
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🚀 A Framework for Combined Transaction Posting and Pricing for Layer 2 Blockchains: Introducing a new framework aiming to solve the L2 sequencer’s two main problems – when to post L2 transactions to L1 and how to set the L2 fees. Joint work with @DavideCrapis from Ethereum
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Excited to be at FBC25 next weekend!
Why attend FBC'25 ? → Presentations by economists @Rodgarrat, @ciamac, @malleshpai → Insights by DeFi specialists @devinawalsh, @ShivaanshKapoor → Activities sponsored by @UniswapFND, @lyquorlabs → A campus so beautiful details: https://t.co/Mufq0Gt0LB
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Thanks to the Gradient team for their help. Here’s the link:
thegradient.pub
The AI revolution drove frenzied investment in both private and public companies and captured the public’s imagination in 2023. Transformational consumer products like ChatGPT are powered by Large...
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We discuss the challenges of predictions over multiple time horizons and wrap up with a look at how LLMs could aid in better synthetic data creation for quantitative systems or hold promise for fundamental traders.
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