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.
Public implementation
Published mathematical primer
Demonstration and slides
Hackathon prototype
The engineering constraint.
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.
How the system works.
The prototype models LP Greeks, dynamic fees, volatility risk, and hedge updates. The research separates the economic model from the hook code. It also identifies the tests that remain necessary.
What the current release proves.
The public repository, paper, and demonstration provide a proof of concept for risk-aware Uniswap v4 liquidity. This project is research. It is not production financial infrastructure.
Technology and primary sources
- Solidity
- Uniswap v4
- Foundry
- DeFi math
- Hooks