Mirror Finance, A Synthetic Assets Protocol
New tokens for a listed mAsset can be minted by creating a collateralized debt position (CDP) with either TerraUSD (UST), mAsset or whitelisted collateral tokens as collateral. Also, mAssets can be directly shorted upon opening a CDP to mint sLP tokens. The CDP is essentially a short position against the price movement of the reflected asset, -- i.e. if the stock price of AAPL rises, minters of mAAPL would be pressured to deposit more collateral to maintain the same collateral ratio.
The Cross-Section of Expected Stock Returns Source https://www.ivey.uwo.ca/media/3775518/the_cross-section_of_expected_stock_returns.pdf Comment This is the famous Fama-French paper, which proposed the Fama-French factor model, and the basics of cross-sectional equity research methods. Value and Momentum Everywhere Source https://pages.stern.nyu.edu/~lpederse/papers/ValMomEverywhere.pdf Comment A good introduction to value and momentum; they can generate abnormal returns for individual stocks within several countries, across country equity indices, government bonds, currencies, and commodities. Mean Reversion in Stock Prices: Evidence and Implications Source http://papers.ssrn.com/sol3/papers.cfm?abstract_id=227278 Comment One of the earliest papers reflecting the mean-reversion nature of stock prices. Price Momentum and Trading Volume Source http://technicalanalysis.org.uk/volume/LeSw00.pdf Comment Gi...
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