Tokemak Quant Project

The goal of this project is analyze Curve & Maverick LST pool (Mode-Both on MAV) using on-chain data.

1. Identify various sources of return for an LP
2. Analyze 30 & 90 day return for an LP
3. Recommend which pool is expected to have the best risk-adjusted return for a relatively passive investment strategy

The pools are:

• Curve pool stETH/ETH: 0x06325440D014e39736583c165C2963BA99fAf14E
• MAV pool swETH/ETH: 0x0CE176E1b11A8f88a4Ba2535De80E81F88592bad

Project Requirements

• use primarily on-chain data. Show code on how the data was pulled and analyzed
• 1-2 pager explaining your thoughts, observation & conclusion

Example Metrics (Non-Exhaustive)

1. historical total return
2. historical fee return
3. historical volume/turnover/TVL/etc
4. token price volatility

Project Setup

Web3 Provider

The project requires an eth node provider for data collection. A public Alchemy URL is in the example.py file, but is likely to be rate limited. We recommend getting your own key and adding it to the .env file as PROVIDER_URL.

Dependency Management

The project uses Poetry as its dependency manager. Below are the steps to get started:

1. install Poetry
2. run poetry install in the root of the project
3. run poetry run example (it may be rate limited if you did not add a PROVIDER_URL)