├── .gitignore ├── README.md ├── _research-bites ├── 20230102 │ ├── ResearchBites-20230102-UNIdump.ipynb │ └── UNI-dump.svg ├── 20230105 │ ├── ETH-Price-1.svg │ ├── ETH-Price-2.svg │ ├── ETH-Price-3.svg │ ├── ETH-dist-1.svg │ ├── ETH-dist-2.png │ ├── ETH-dist-3.png │ ├── ResearchBites-20230105-GBM.ipynb │ ├── abs-size.png │ └── outlier-size.png ├── 20230112 │ ├── ETH-Dist-1.svg │ ├── ETH-Dist-2.svg │ ├── ETH-Returns-1.svg │ └── ResearchBites-20230112-Autoroll.ipynb ├── 20230119 │ ├── ETH-Exit-1.png │ ├── ETH-Exit-1.svg │ ├── ETH-Exit-2.png │ ├── ETH-Price-1.png │ ├── ETH-Price-1.svg │ ├── ETH-Price-2.png │ ├── ETH-Price-2.svg │ ├── ETH-Vol-1.png │ └── ResearchBites-20230119-FirstExit.ipynb ├── 20230125 │ └── Hedging_with_options.ipynb ├── 20230127 │ └── ResearchBites-20230127-Autoroll.ipynb ├── 20230202 │ └── LP_Backtester_v1.ipynb ├── 20230222 │ └── Options_Strategies.ipynb ├── 20230308 │ └── Panoptions_Backtester_v1.ipynb ├── 20230315 │ └── Panoptions_Backtester_v2.ipynb ├── 20230404 │ └── main.py ├── 20230411 │ ├── panoptic-dark-16_9.mplstyle │ ├── queryPoolNFT.py │ ├── queryPoolPos.py │ └── tick_liq.py ├── 20230415 │ └── CLMM.ipynb ├── 20230427 │ └── Panoptions_Backtester_v3.ipynb ├── 20230512 │ └── Short_Straddles.ipynb ├── 20230614 │ ├── leverage_stats.ipynb │ ├── leverage_stats_v1.ipynb │ └── leverage_stats_v2.ipynb ├── 20231009 │ └── Uniswap_v3_LPs_time_vs_width.ipynb ├── 20231022 │ ├── FeeComp.ipynb │ ├── panoptic-dark-16_9.mplstyle │ ├── per_change.png │ ├── position_manager_abi.json │ ├── price_days.png │ ├── prices.png │ └── uniswapV3PoolABI.json ├── 20231120 │ ├── README.md │ ├── blackScholes.py │ ├── computeQuantities.py │ ├── computeVolatility.py │ ├── compute_data.py │ ├── get_open_positions.py │ ├── get_pool_data.py │ ├── get_pool_name_and_decimals.py │ ├── plotResults.py │ └── process_pool_df.py ├── 20240612 │ └── gamma-scalping.ipynb ├── 20241118 │ ├── deribit_data.py │ ├── deribit_uniswap_iv_analysis.ipynb │ ├── df_merged.csv │ ├── fcvar.r │ ├── panoptic-dark-16_9.mplstyle │ └── uniswap_data.py ├── 20241203 │ ├── deribit_data.py │ ├── iv_election.ipynb │ └── uniswap_data.py ├── 20250213 │ ├── Loss-versus-Panoptic.ipynb │ ├── SFPM_abi.txt │ ├── panoptic_helper_abi.txt │ ├── panoptic_pool_abi.txt │ └── uniswap_pool_abi.txt ├── 20250409 │ ├── Panoptic (BTC Backtester).ipynb │ └── Panoptic (ETH Backtester).ipynb ├── 20250414 │ ├── TEST_options_strategies.ipynb │ ├── backtester_functions.ipynb │ └── uniswap_data.py ├── 20250429 │ ├── Panoptic (Base Backtester).ipynb │ └── Panoptic (ETH Backtester).ipynb ├── 20250513 │ ├── Panoptions_Backtester.ipynb │ ├── iv_base_ether.ipynb │ └── uniswap_data.py ├── 20250516 │ ├── Panoptic (BTC Backtester).ipynb │ └── Panoptic (ETH Backtester).ipynb ├── 20250520 │ └── Panoptions_Backtester.ipynb ├── 20250610 │ ├── Panoptic (BTC Risk Reversal).ipynb │ ├── Panoptic (BTC Rolling Hurst Exponent).ipynb │ ├── Panoptic (BTC Spot-IV Correlation).ipynb │ ├── Panoptic (ETH Risk Reversal).ipynb │ ├── Panoptic (ETH Rolling Hurst Exponent).ipynb │ └── Panoptic (ETH Spot-IV Correlation).ipynb ├── 20250612 │ ├── Panoptions_Backtester.ipynb │ └── panoptic-dark-16_9.mplstyle ├── 20250626 │ ├── Panoptic (BTC Reverse Iron Butterfly).ipynb │ ├── Panoptic (BTC Vol of Vol).ipynb │ ├── Panoptic (ETH Reverse Iron Butterfly).ipynb │ └── Panoptic (ETH Vol of Vol).ipynb ├── 20250630 │ ├── Panoptions_Backtester.ipynb │ └── panoptic-dark-16_9.mplstyle ├── 20250722 │ ├── Panoptic (BTC Long Perp).ipynb │ ├── Panoptic (BTC VRP).ipynb │ ├── Panoptic (ETH Long Perp).ipynb │ └── Panoptic (ETH VRP).ipynb ├── 20250912 │ ├── Real_Panoptions_Backtester_delta.ipynb │ └── panoptic-dark-16_9.mplstyle └── _tutorials │ ├── Exploring_LP_ranges.ipynb │ └── gettingData.ipynb ├── activate.sh ├── banner-research.png ├── data ├── data.py └── dataHandler.py ├── fonts ├── Helvetica Neu Bold.ttf ├── HelveticaNeue BlackCond.ttf ├── HelveticaNeue Light.ttf ├── HelveticaNeue Medium.ttf ├── HelveticaNeue Thin.ttf ├── 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