Joseph Clark

Opyn

Mechanism Designer

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 10,486

SSRN RANKINGS

Top 10,486

in Total Papers Downloads

8,569

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Ideas:
“  We must arbitrage to become arbitrage free...  ”

Scholarly Papers (13)

1.

The Replicating Portfolio of a Constant Product Market

Number of pages: 10 Posted: 01 Apr 2020
Joseph Clark
Opyn
Downloads 3,210 (7,337)
Citation 8

Abstract:

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Constant product markets

2.

The Replicating Portfolio of a Constant Product Market with Bounded Liquidity

Number of pages: 8 Posted: 09 Aug 2021
Joseph Clark
Opyn
Downloads 2,668 (9,829)
Citation 5

Abstract:

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Automatic market makers, market microstructure

3.

Spanning with Power Perpetuals

Number of pages: 9 Posted: 04 Jan 2023
Joseph Clark
Opyn
Downloads 660 (76,497)

Abstract:

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Defi Derivatives, Perpetuals, Squeeth

4.

Rebalancing with Options

Number of pages: 17 Posted: 06 Oct 2014
Joseph Clark and Robert Swan
Opyn and Queensland Investment Corporation
Downloads 324 (176,539)

Abstract:

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5.

A Short Course in Options Pricing, Portfolio Management, and Trading

Number of pages: 66 Posted: 15 Apr 2020 Last Revised: 20 Apr 2020
Joseph Clark
Opyn
Downloads 307 (186,771)

Abstract:

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Options

6.

A Deconstructed Constant Product Market

Number of pages: 7 Posted: 07 Jun 2021
Joseph Clark
Opyn
Downloads 260 (221,558)

Abstract:

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Automatic market makers, market microstructure

7.

A Protocol for Margining Derivatives

Number of pages: 24 Posted: 29 Jan 2021
Joseph Clark
Opyn
Downloads 229 (252,000)

Abstract:

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8.

Dynamic Asset Allocation With Options

Number of pages: 9 Posted: 20 Apr 2020
Joseph Clark and Robert Swan
Opyn and Queensland Investment Corporation
Downloads 198 (285,955)

Abstract:

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Dynamic asset allocation, options

9.

The Distribution of Defaults on Margin Loans

Number of pages: 8 Posted: 26 Mar 2020
Joseph Clark
Opyn
Downloads 186 (302,321)

Abstract:

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10.

A Short Course in Futures Pricing, Portfolio Management, and Trading

Number of pages: 27 Posted: 15 Apr 2020 Last Revised: 20 Apr 2020
Joseph Clark
Opyn
Downloads 170 (327,315)

Abstract:

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Futures

11.

A Short Course in Fixed Income Pricing, Portfolio Management, and Trading

Number of pages: 67 Posted: 13 May 2020
Joseph Clark
Opyn
Downloads 143 (377,965)

Abstract:

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Fixed income

12.

Are Constant Product Market Oracles Safe?

Number of pages: 7 Posted: 30 Mar 2020 Last Revised: 06 Apr 2020
Joseph Clark
Opyn
Downloads 137 (390,752)
Citation 1

Abstract:

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Constant Product Markets

13.

Red Queen vs. Red King: When the Slowest Runner Wins the Race

Number of pages: 17 Posted: 14 Jun 2017
Joseph Clark
Opyn
Downloads 77 (580,166)

Abstract:

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