NicoM

Finance → Digital Assets. Building DeFi risk & analytics tooling (CLMM, lending, exposure). Exploring tokenization & portfolio strategies. Learning in public.

[NicoM @nmace_]

@Thomas_analyste très interessé!

[NicoM @nmace_]

Over the past months I’ve been building a tool to better monitor liquidity provision & market-making strategies in DeFi.

LPing comes with fragmented risks:
• inactive liquidity
• directional exposure
• impermanent loss
• idle capital opportunity cost

The goal: surface call-to-action moments to reduce underperformance and make LP risk measurable.

I turned it into a small public website to structure my thinking and keep learning in public: https://t.co/Ltqq2SSpDT

#web3 #DeFi #AMM #Liquidity

[NicoM @nmace_]

I’m actively exploring opportunities in DeFi and crypto with a focus on research, risk analysis, and strategic roles.
Specifically, I’m interested in positions like:
• DeFi/Blockchain Research Analyst
• Risk & Protocol Risk Analyst
• Market / On-chain Data Strategy
• Product + Strategy roles bridging technical & financial insights
I have experience in both TradFi and Web3, strong analytical skills, and a deep interest in building risk-aware DeFi products.

[NicoM @nmace_]

@arjunnchand @lifiprotocol Such a great example thanks! I'll focus on delivering results through my project 💪

[NicoM @nmace_]

@shefiorg Clarity

[NicoM @nmace_]

@0xBawar Hey! Would love to talk with you regarding potential open positions!

[NicoM @nmace_]

@EveyNFT @SuperteamTalent Just filled it Evey!

[NicoM @nmace_]

The next generation of AMMs (Uniswap V4, CoW AMM) are building 'hooks' and auctions specifically to kill LVR and return that value to you.

I’ll be diving into these 'LVR-aware' protocols in next threads.

[NicoM @nmace_]

The principal risk everyone knows in AMMs is Impermanent Loss (IL).

But there is another one, more vicious.

It’s called Loss-Versus-Rebalancing (LVR).

Here is why your "0% IL" might still be a massive loss. 👇

[NicoM @nmace_]

-> IL = 0
-> LVR = 293$

If you had simply rebalanced your portfolio at market prices instead of letting the AMM doing it, you’d have $2,293 today.

But in LPs, bots earned 293$.

LVR is the "silent killer" of LPs.

[NicoM @nmace_]

This looks more like asset allocation than speculation.

[NicoM @nmace_]

RWA protocols keep growing quietly.

[NicoM @nmace_]

In uncertain markets, capital prefers visibility over upside optionality.

[NicoM @nmace_]

Yesterday, the cryptocurrency markets once again experienced significant volatility, primarily impacting leveraged positions, initially with upward movements followed by downward trends.

[NicoM @nmace_]

Liquidations are not bad news 🔥

DeFi liquidations spiking is not necessarily bearish.

It often means excess leverage is being cleared.

Markets become healthier after forced deleveraging.

[NicoM @nmace_]

Best practices:
- pick high-quality token (if down you're doing a DCA)
- choose wisely your range (too tight -> more IL)

[NicoM @nmace_]

Being in range is not performance.
Being in range with controlled exposure is.

Market makers in TradFi don’t just quote, they monitor risk continuously.

DeFi LPs should too 👇

[NicoM @nmace_]

Imagine being out of range for few days. It would result a loss of profit.

And don't forget you suffer from a directional exposure.

So what's next?