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Create the start of a "prospectus" for the DCA strategy with these insights. #148

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Tracked by #142
Autoparallel opened this issue Nov 13, 2023 · 0 comments
Open
Tracked by #142

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@Autoparallel
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Autoparallel commented Nov 13, 2023

The prospectus is an audit in some context. This is a robust document that encompassed out stress test and analysis. We can inspire this with a combination of audit reports and trad-fi prospectus.

This should have both a strong technical component about security and portfolio analysis

Risk Analysis Document

What are the different types of risk involved in this strategy?

  • eg, financial risk, technical risk

How do you quantify each type of risk involved?

  • What is the Financial Risk baseline.
  • What is the Technical Risk baseline.

Technical Component

  • Multi Agent Fuzzing
  • Stress tested over xyz price process

Portfolio Analyse

  • How does under market condition xyz
  • What conditions are best?
  • How is the game theoretic security?
  • How does this compare to a vanilla swapper DCA strategy?
  • What is the intuition on the payoff function here?

After this document is complete we should feel confident deploying the smart contracts G3M.sol and recommend the DCA strategy

Outline

Intro

Technical Analyses

Financial Analyses

Conclusion and Disclaimer

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