Economic Modeling
Data-driven simulations to stress-test your protocol before launch. We find the breaking points so the market doesn't.
The Challenge
Static spreadsheets cannot predict how a complex system will behave under stress. To ensure stability and profitability, you need to understand how your system reacts to volatility, whether it's an energy grid fluctuation or a market crash.
Our Methodology
We use industrial-grade agent-based simulations to model systems under thousands of scenarios. We provide concrete, actionable recommendations to optimize parameters and mitigate risks. This is quantitative risk management for high-stakes environments.
End-to-End Execution
Model Specification
Formalizing the system's logic and agent behaviors into a mathematical model.
Agent-Based Simulation
Running large-scale simulations with diverse agent strategies to observe emergent behavior.
Stress Testing
Pushing the system to its limits to find breaking points and vulnerabilities.
Parameter Optimization
Fine-tuning system parameters (fees, collateral ratios, etc.) for optimal performance.
Applications
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Protocol Solvency: Stress-testing DeFi collateral parameters and liquidations.
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Market Risk: Quantitative risk management for financial systems.