Published papers

Research is at the core of Vega.

We share all our published papers and overviews on this page. Some papers focus on technical implementations, while others are explorations of potential future technologies and innovations.

  • Protocol whitepaper

    This whitepaper describes the protocol and explores how traders, market makers, and node operators interact to collectively run high performance, fully decentralised markets in a deterministic way without the need for human intervention.

    Download PDF

  • Technical overview

    This three-page document describes the architecture and trading core components of the Vega framework, from an engineering perspective.

    Download PDF

  • Unbiased deep solvers for parametric PDEs

    This research is co-authored by Dr David Siska and provides several algorithms for how to train appropriate neural networks that can be used to price derivatives and tests to validate them.

    View on Arxiv

  • Incentives for Model Calibration on Decentralized Derivatives Exchanges: Consensus in Continuum

    In this research, Dr David Siska writes on the problem of risk model calibration faced by all decentralized derivative exchanges, and presents empirical results for simple situations that arise when the risk model is assumed to be a linear function of calibration parameters.

    View on SSRN

Talks + events

Events are a great opportunity to catch up with our community members.

If you have any ideas for events you'd like us to host or attend, drop us a DM or tweet on Twitter.

  1. London Blockchain Labs' Blockchain Bootcamp

    Tamlyn Rudolph spoke on the current landscape of decentralised exchanges, plus an overview of decentralised derivatives and the parallel financial system.

  2. Flow State: Decompression and Discussion
    San Francisco

    Christina Norgård Rud and Xpring's Mahoney Turnbull hosted a multi sensory decompression ceremony, where attendees bathed in sound, consumed cacao, discussed the week and eased back into a (slightly) more centralised realm of life again.

  3. Blockchains for traders: On finality, fairness and flocking
    San Francisco

    Led by Dr Klaus Kursawe, this research seminar explored his recent work focusing on efficiency and flexibility when looking at the architecture, model and various protocol issues of the consensus layer. Klaus discussed how to replace the consensus algorithm on the fly, optimise protocol latency, and go beyond the thresholds to allow taking into account geography and other properties.

  4. Zen and the Art of Price Determination
    San Francisco

    Vega co-hosted an interactive market making workshop for beginners who wanted to learn more about trading on both centralised and decentralised marketplaces by using a simulated marketplace. The event was run by Tamlyn Rudolph and Carson Cook, PhD, from cryptocurrency trading and tech firm Fractal Wealth.

  5. Do Blockchains Dream of Cryptographic Sheep?
    San Francisco

    At this fishbowl event, attendees had a chance to jump into the conversation on topics like "what happens if inflationary monetary policy bites the dust?" and "what would be the impact of DeFi protocols taking the place of banks?".

    The event was co-hosted by Vega, Pantera Capital, and NEAR Protocol, and the session was moderated by Tamlyn Rudolph.

  6. Pantera Capital Summit
    San Francisco

    Breakout session on Vega Protocol, led by Barney Mannerings.

  7. D.FINE Korea Blockchain Week - DeFi Panel Discussion

    Barney Mannerings and panelists from Terra, Maker DAO, GBIC, and DXM discussed the current state of DeFi and its potential future.

  8. Women Who Go

    A lightning talk called "Why Decentralise Capital Markets and Why Do It in Go?" was presented by Tamlyn Rudolph & Edd Hannay.

  9. KR1's Kryptonight London

    Barney Mannerings spoke on the emerging DeFi stack and how Vega’s decentralised trading network fits into it, before sharing a short demo.

    Watch talk on YouTube