Numoen

Using the a method for deriving a constant function from a desired payoff described in a paper entitled Replicating Market Makers, we built an AMM that allows for perpetual options exposure on any assets including long tail ones. For the first time an LP share can be represent a derivative with convexity.

Very simply, the solidity contracts compile on any EVM chain and has zero external dependencies. We use Foundry for testing and will most likely write the production ready code in Yul. One thing we are particularly excited about is the quality of the code which separates logic for external and internal function calls.