FIP-85-Protocol Research Unit Grant Proposal

Authors

Haym Salomon and DeFi Dave

Proposal

Grant $50,000 worth of FRAX and $25,000 worth of FXS to launch Protocol Research Unit with the goal of identifying and modeling Frax core Key Performance Indicators (KPIs), developing proof-of-concept dashboards and a business cycle process. This grant is for a trial period of ten weeks.

Background

Frax Finance launched in December 2020 with a lot of promise. In the short 1.5 years since launch, Frax has grown from an upstart stablecoin experiment to an increasingly influential pillar of DeFi. If/when FRAXBP passes, Frax Finance will become deeply intertwined with Curve Finance and Convex Finance, binding the three in a novel Protocol Triumvirate.

Since genesis, the Frax team has (and will continue to) delivered around-the-clock efforts to develop world class technology and economic theory. DeFi is entering a critical juncture with the creation of FRAXBP, the loss of Terra, the lurking MEV issue, etc. The Frax core chain must continue pushing innovation on-chain.

As Frax matures into the full-fledged ecosystem it has been building towards its inception, it must accept the responsibility to clearly define, monitor and execute against data-driven KPIs. Because of this, Frax must formalize its own key success, risk and health indicators; not only provide the Frax core team more data to make better-informed decisions, but also to lead by example as a responsible steward of all of DeFi.

Summary

Deliverables:

  • Credmark
    • Identification of no less than 4 and no more than 6 business metrics and
      • Develop mathematical models
      • Produce proof of concept dashboards (eg PowerBI dashboards)
      • Deliver comprehensive whitepapers
  • Haym
    • Proposal for a regular business cycle

All the research and tooling will be persistent, open source, and adjustable by the Frax community.

Team/People

Project Lead - Haym Salomon. Contributor to Umami Finance and Dopex in the past and has written a number of Twitter threads pertaining to Frax and the wider DeFi landscape.

Advisors - DeFi Dave. First-follower and missionary of Frax. Current Co-Founder of PIF Labs. Previously led growth for Gelato and wrote numerous articles for The Defiant.

Analytics Development - Credmark is a full stack DeFi financial modeling platform. The Credmark team has published numerous research reports (eg: Terra Ecosystem Postmortem) and provides the risk analysis technology for Debt DAO. Frax sample work: Frax/FXS/FPIS distribution and inflows/outflows

Funding

  • KPI identification and Development
    • Credmark has estimated a budget of $10k per KPI.
    • Budget: $50k of FRAX
  • Design and creative development
    • Budget: $5k of FXS
  • Buffer/Unanticipated cost overruns
    • Budget: $10k of FXS

The project will provide a full accounting and will return any unspent funds to the Frax Finance treasury.

Requests in this proposal take into account funding from previous grants (for community websites and dashboards) Those who are currently being funded by those grants will not be eligible for rewards.

Timeline

Deliverables will be interactively produced throughout the ten week period as individual items are complete.

It is anticipated that the first week will be used to set up operations and the next nine weeks will be used to execute. When we seek renewal when the period ends, we will have a better idea of the associated costs of our efforts.

Key Performance Indicators (KPIs)

The primary purpose of this proposal is to rigorously define and document the most important KPIs for Frax Finance. We will limit our findings to include no more than 6 primary KPIs.

Initial starting ideas:

  • Frax Finance

    • veFXS locked %
    • Protocol Controlled Liquidity (POL)
  • Financial Performance

    • EBITDA, revenue and costs
    • Assets under management
    • Cost of capital
  • DeFi Dominance

    • Stablecoin dominance
    • DEX dominance (Fraxswap), lending dominance (Fraxlend), staking dominance
  • Centralization

    • Decentralization Ratio
    • Counterparty exposures and measures
    • Whale exposures and activity

Motivation

In May 2022, DeFi and crypto were rocked when UST broke its peg and the TerraLuna ecosystem collapsed. In the aftermath, regulators, TradFi and the general public immediately began asking questions and demanding for action to be taken. As regulation begins to take shape, it has become more and more clear that Frax Finance does not have (and is not prepared for) a seat at the table at those levels.

On the heels of the collapse of TerraLuna, community members such as 0xHamz (@0xHamz on Twitter) have discussed large-scale real world opportunities. This correctly identifies a huge opportunity for scaling both Frax as an organization but also (given Frax’s role and the nature of FRAX) DeFi in general.

As Frax Finance grows in both on-chain scale and DAO contributors, it becomes more and more critical to clearly define success and organize the DAO, investors and the crypto community around simple and transparent metrics.

The first step in order to address both impending risks and RWA opportunities is to formalize organizational structure, metric and processes. The Protocol Research Unit will engage in a holistic and a financial review of the Frax protocol to define and begin tracking these metrics.

Using these KPIs and reporting as a basis, Frax will be able to provide clear, concise and reliable information to Frax operations, investors and media creators alike. Upon successful completion of the trial period, we intend to submit proposals better focusing on each of these three key stakeholders.

Proposal

  • Grant $75,000 FXS/FRAX to establish Protocol Research Unit
  • Do Nothing
3 Likes

i fully support this proposal.

this could be the best $75k we ever spent.

3 Likes

In complete agreement!
Frax truly has the best mind and community!

1 Like

Snapshot is live. Go vote!

1 Like

I really like the spirit of this proposal and totally agree that Frax should be ready for seating at the table with regulators, and TradFi crowd. but I am not convinced about the methodology and the team who is going to work on this. suggestions:

  1. Separate this proposal into two proposals:
    a. allocation of funds for research
    b. selection of team and methodology
  2. Scale down the proposal in terms of budget and scope of work, as a POC and let the community decide when they see the early results.
1 Like

Hey @amirnader, thanks for your comments!

You are making a valid point, this proposal is committed to finding a strategy and a specific team. If you feel that’s not appropriate on principle, I would like to hear more.

From the teams perspective, we are committed to delivering materials that are finished products.

  • Each whitepaper can be thought of as an instruction manual that can/will be developed into operationalized models and dashboards.
    —This can be done by any (relatively) capable and competent developer
    —While Credmark hopes to win future business by delivering excellent products, there is no expectation of further revenue after this proposal.
    —Any future funding requirements and project engagements will come through snapshot and will be voted on.
  • while Credmark will deliver proof of concept dashboards, this work is necessary for the development of the whitepapers. This work does not commit Frax to any Credmark technology.
  • The proposal for a regular business cycle are non binding and just a suggestion. I (Haym Salomon) am not being compensated for this work and simply providing it as a supplement to this proposal
  • I am not affiliated with Credmark in anyway. We met last week and have only worked together in this proposal. But @fraximalistdave and I selected Credmark for this work based on their portfolio and the flexibility they have shown to date.

The ethos that Dave, Credmark and I bring to the project is “let’s move quickly and come with concrete solutions. No long term commitments.”

Please let me know if you have any further questions or comments.

4 Likes

Hey all. Wanted to share some details on Credmark and the team that would be involved with this project

Credmark Description

Credmark is a full stack Defi financial modeling platform. We run our own database of indexed Ethereum data and possess powerful tools and infrastructure for building and executing complex financial models both realtime and historical. Currently, we are leveraged by many DAO and financial institutions who seek comprehensive and accurate on-chain financial metrics.

The Credmark team has published numerous research reports including a detailed post-mortem of the Terra ecosystem collapse Additionally, Debt DAO leverages Credmark’s technology and expertise in order to evaluate counterparties cash flow and treasury in order to determine appropriate loan terms. One such was recently passed by the Frax community via governance vote.

Overview

Credmark can provide comprehensive beginning to end construction, tooling, monitoring and ongoing risk management for the Frax fractional stable coin ecosystem setting the standard for other stablecoins drastically reducing emerging regulatory risk exposure.

The skills and backgrounds to create this functionality and to build a proper risk management framework requires the intersection of many fields including but not limited to: strong technology development, thorough blockchain understanding, treasury function including asset liability duration management, economic capital modeling and capital risk bucketing, liquidity risk identification and monitoring, scenario analysis for market risk impact and transaction fees, investment and collateral risk, historical and monte carlo simulation tooling, and sentiment analysis. The team has extensive experience in all of these and is best in class in the intersection of financial risk management and blockchain technology development.

Team Background and Qualifications

David Fake, Chief Data Scientist

Experience

  • Data Scientist in Quantitative Finance, 14+ years in Investment Management
  • Masters of Financial Mathematics, University of Minnesota
  • Three bachelor degrees in Math, Physics & Statistics, University of Minnesota
  • Certified FRM (Financial Risk Manager)
  • Passed Level II of the CFA Program
  • Adjunct Lecturer in Experiential Learning Class for Master of Finance program at Carlson School of Management

Work History

  • Data Scientist Advanced Analytics, Global Research: $510 billion AUM - Columbia Threadneedle Investments
  • Director Investment Risk $250 billion of Fixed Income Portfolios - Columbia Threadneedle Investments
  • Equity Quantitative Portfolio Analyst - $10b High Dividend Yield Equity Strategy - Columbia Threadneedle Investments
  • Quantitative Analyst - RBC Global Asset Management & Galliard Capital Management

Kunlun Yang, Senior Quantitative Analyst

Experience

  • 14 years experience as a Senior Quantitative Analyst covering risk modeling, derivative pricing, quantitative trading and system development.

Work History

  • Credmark
  • Standard Chartered Bank
  • Exxon Mobil
  • Cargill
  • Louis Dreyfus

Credentials

  • BEng (Mechanical),
  • PhD (Structural Biology with Molecular Simulation)

Grant Cermak, Senior Blockchain Developer

Experience

  • 20 years experience developing software and leading blockchain based technology companies
  • 7 years experience developing smart contracts on Chia, Ethereum, Terra, and EOS
  • Bachelor of Science, Computer Science; Mathematics Minor, University of Minnesota
  • Graduate Studies in Artificial Intelligence and Computer Security, University of Minnesota

Work History

  • CTO, Otomo.ai
  • CSO, Exodus
  • CISO, Nucleus Health
  • Founder and developer of Chia Crypto Utils, an open source library containing cryptographic utilities in Dart for the Chia blockchain with a functional object model for manipulating Chia primitive types.

Adam J. Weigold, Senior Blockchain Developer

Experience

  • 20 years experience developing software and leading blockchain based technology companies
  • 8 years experience using blockchain technology, DeFi, and smart contracts on Ethereum, Bitcoin, Chia, and Terra
  • Extensive experience owning and maintaining open source software

Work History

  • CTO, Irulast
  • Platform Architect, Watermark Insights
  • VP Engineering & Chief Architect, TrustedChoice.com
  • Senior Software Engineer, Vital Images

Joey Hirsch, Mathematician

Experience

  • Postdoctoral Fellow and Instructor of Pure Mathematics at Massachusetts Institute of Technology (MIT)
  • Bachelor’s Degree, Mathematics
  • Doctor of Philosophy (Ph.D.), Mathematics

Work History

  • Data Science Consultant, Credmark
  • Blockchain Technology Consultant, Prototypal
  • Machine Learning Consultant, Tunnel Technologies
1 Like