Selected research programmes at the intersection of Bitcoin-secured roll-ups and algorithmic alpha for crypto-asset markets. Details presented at a mathematical, systems-level granularity; implementation IP is retained privately.
Hard problems · Elegant maths · Infrastructure-backed validation.
We prototype a ZK validity roll-up Layer 2 anchored to Bitcoin through Taproot, enabling native-BTC transfers without custodians and supporting smart contracts. The blueprint defines explicit security and liveness envelopes, linked to data availability and validator honesty assumptions. A complementary mechanism layer adjusts block-space usage, user fees, and validator income to keep the system self-funded and sustainable in open markets.
We research the full stack of market-micro-structure modelling, signal extraction and adaptive trade-execution. Approaches range from graph-based deep learners that read the order-book to reinforcement or control-theoretic agents that translate insight into practical sizing & timing decisions. The objective is consistent alpha with tighter slippage and higher passive-fill ratios—regardless of the exact model family deployed.
Academic group, protocol foundation or institutional desk exploring similar mathematics? Send a succinct proposal—secure channels available after NDA.
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