Pascal Protocol Documentation
  • Introduction
    • Website
  • Introduction
    • Product Overview
  • The State of Cryptocurrency Trading and Problems Faced
  • Perpetual Contracts and Their Limitations
  • Options Trading in Crypto Markets
  • Clearing is a Secret Sauce
  • Protocol
    • Overview
  • Protocol Owner
  • Platforms
  • Price & Risk Oracles
  • Contracts
  • Order Types
  • Positions
  • Range Orders
  • Matching Engine
  • Collateral Token (USDC)
  • Frontends
  • Clearance Bots
  • Fees & Rewards
  • Margin & Liquidations
    • Overview
  • Futures Mark Price
  • Black Scholes Model
  • Implied Volatility Surface
  • Premium Mark Price
  • Options Hedge Ratio
  • Value-at-Risk Model
  • Risk Parameters
  • Initial & Required Margin
  • Liquidation Protocol
  • Default Fund
  • Deleverage Queue
  • Default Prevention
  • Strategy
    • Vision & Mission
    • Security measures & Risk Prevention
    • Legal & Compilance
    • Future Work
    • Team and Advisors
    • Conclusion
    • Disclaimer
    • Credits
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  1. Strategy

Credits

Authors: Ivan Ivashchenko, James Davies.

Contributors: Vitaliy Siomochkin, Vlad Berezovskyi, Ivan Kononenko, Jules Ratcliffe, Mathias Lundoe Nielsen, Roman Uliashyn

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Last updated 10 days ago