TremoloREALIZED VOLATILITY
Notes

Writing

What we found while building an instrument that settles on realized volatility — measured against live pools, with the numbers that argued against us kept in.

Note 03 · July 2026

The busiest pools remember the least

Uniswap's price record holds a fixed number of slots and spends one per block that trades, so the deeper the venue the shorter its memory. Measured across five Base pools, where a buffer sixteen times smaller reaches back nearly twice as far — and what that does to a contract that has to read history.

oracle memory · 28.7 hours · $0.33 per thousand slots
Note 02 · July 2026

Nothing to liquidate

Ribbon, Friktion, Dopex and Lyra all died the same way, and it was not a coding error: each parked a position nobody could hedge on people who thought they were earning yield. What we gave up to avoid it, and the two holes our invariants found in the identity that replaces it.

design · full collateral · two solvency holes
Note 01 · July 2026

What a price actually did

Every volatility figure in this market is somebody's publication. This one is a computation. What we measure, the third that time-weighting quietly removes, what it costs to move the number, and who buys volatility at a fair price.

the argument · 67% · 15.7×