Risk-Neutral Hook
Risk-Neutral Hook is a Uniswap v4 research prototype. It combines dynamic fees with delta and gamma hedges for concentrated liquidity positions.
Founder-led public researchPublic implementation
Published mathematical primer
Demonstration and slides
Hackathon prototype
Why this project exists
Concentrated liquidity positions have path-dependent loss and negative convexity. Static fees do not price volatility continuously. Linear hedges do not remove the full exposure.
System design
The prototype models liquidity-provider Greeks, dynamic fees, volatility risk, and hedge updates. The research separates the economic model from the hook code.
Current release
The repository, paper, and demonstration provide a proof of concept for risk-aware Uniswap v4 liquidity. This is research software. It is not production financial infrastructure.
Stack and source
- Solidity
- Uniswap v4
- Foundry
- DeFi math
- Hooks