Gauntlet

Driving adoption and understanding of the financial systems of the future

Gauntlet generates off-chain intelligence to drive on-chain efficiency, delivering DeFi’s premier quantitative analysis to leading protocols. Our research and solutions help the industry to navigate difficult decisions, identify areas for growth, and elevate DeFi as a whole.

30

Research Papers Published

Gauntlet specializes in advancing the industry’s understanding of crypto-native economics

$43
billion

Client Assets Protected

DeFi’s critical infrastructure relies on Gauntlet's expertise and recommendations

380
billion

Platform Data Points

Powerful predictive capabilities for risk management and pattern-matching

Quantitative insights reveal the optimal path forward

Our values permeate everything we do for our clients.

01

Safety

Critical financial infrastructure can’t afford missteps in a competitive, dynamic industry. Our work guides protocols in evaluating risk responsibly.

02

Rigor

The frontier of finance requires analysis that is precise, methodical, and diligent in understanding and utilizing economic risk.

03

Innovation

Commitment to R&D allows us to understand novel risks in a rapidly developing industry — before they can adversely impact our clients.

04

Efficiency

Battle-tested quantitative techniques from TradFi are inherent in our modeling. Balancing capital efficiency and healthy risk is in direct conjunction with client return.

Trusted by

The Gauntlet difference

A unique combination of expertise, tooling, and scalability

DeFi Research Team

Our researchers are dedicated to understanding novel risks before they can impact our clients, ever-improving our models and methodologies with the industry’s latest research.

Gauntlet has published 27 papers, receiving over 1,000 citations, and has developed robust models for virtually every primitive in DeFi.

Powerful Data Modeling Platform

Our purpose-built infrastructure updates over 400 million data points each day, across over a dozen L1s and L2s.

Our system refreshes six times per day, ensuring fresh data feeds all modeling and simulation work.

Quantitative Optimization

Our battle-tested techniques from quantitative finance and high-frequency trading bring mathematical rigor to exploring the impacts of protocols' strategic and operational decisions.

We employ quantitative optimization to validate conclusions throughout our simulation, analysis, and recommendation process.

Robust Experience and Service

Our team of data scientists, Solidity engineers, economists, and high-frequency trading veterans are from the world’s top financial firms and academic institutions.

We monitor markets 24/365 and are committed to protecting and openly communicating with our clients.

Backed by

Learn more

Discover what Gauntlet can do for your protocol

Read about our solutions and how we address your challenges.

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Our team

Meet the people driving adoption and understanding of the financial systems of the future.

  • Northwestern University
  • Data science, economics, statistical analysis
  • Jeopardy! and BBC Mastermind contestant
Ani Gupta
Data Scientist

Previously economic consulting with expertise in finance, tech, pharma, and heavy industry

  • UC Berkeley
  • Statistical ML, convex optimization, ranking and recommender systems, online controlled experimentation
  • Science Robotics published author, PhD dropout
Bill DeRose
Machine Learning Engineer

Previously engineering and DS at Microsoft and PayPal, pre-IPO at MongoDB, engineering fellow at Kleiner Perkins

  • George Washington University
  • Mechanism design, tokenomics, convex optimization
  • Grew up on an alpaca farm
Gabe Pohl-Zaretsky
Head of Applied Research

Quantitative finance at Jane Street, GTS, and U.S. SEC

  • Princeton University
  • Quantitative research, trading, data science, data engineering
Henry Meng
Data Scientist

Previously quantitative research at Citadel

  • Harvard University
  • Mechanism design, operations research, statistical modeling
Jacob Kim
Machine Learning Engineer

Previously dynamic pricing algorithms at Sonder and Gametime

  • New York University
  • Applied quantitative research, data visualization, analytics, data client management
  • Classically trained singer
Katie Bent-Koerick
Data Scientist

Previously quantitative research and data science at NYC Criminal Justice Agency

  • City, University of London
  • ML, applied research, data science, on-chain analysis
  • Car design junkie
Michael Garaszczuk
Data Scientist

Previously data DRI lead at Coinbase Wallet

  • Alternative data, dynamic factor modeling, macroeconomics
  • Certified yogi
Miya Wang
Data Scientist

Previously strategy and special projects at OKX, Office of the CEO

  • University of California, Berkeley
  • Data science, quantitative research
Nathan Sheng
Data Scientist

Previously software engineering at LinkedIn

  • MIT
  • NLP, statistics, smart contracts, deep learning
Nicholas Egan
Machine Learning Engineer

Previously ML and engineering at Primer AI, Robinhood, Facebook, and Airbnb

  • Princeton University
  • Data engineering, statistical modeling
Michalis Aliferakis
Machine Learning Engineer

Previously ML at Bloomberg, PhD in chemical engineering

  • University of Pennsylvania
  • ML, data engineering
  • Drummer in multiple bands
Prateek Agarwal
Machine Learning Engineer

Previously data science projects at Polychain

  • Mechanism design, data science
Sarah Chen
Machine Learning Engineer

Previously commodities strategist at Goldman Sachs, ML and engineering at DoorDash

  • Princeton University
  • Mechanism design, quantitative research, trading
  • Has perfect pitch
Walter Li
Machine Learning Engineer

International ETF trading in RBC's Quantitative Strategies Group

  • Product design, design systems
  • Crafting brand and experiences
  • IDs cars based on exhaust sounds
Curran Sandher
Head of Design

Previously web3 design leader at Airfoil, design at Autozen

  • George Washington University
  • Product innovation, experience design
  • Co-wrote a book on measuring satisfaction
Katharina Theobald
Product Manager

Previously a management consultant with expertise in banking, international development, and eCommerce

  • Carnegie Mellon University
  • Machine learning, NLP, product scaling
  • Co-wrote a paper on measuring content gaps on the open web
Shaan Varia
VP of Product

Previously cofounder of Question Hub at Google

  • Onchain asset management, onchain data
  • Can do a front flip
Carson Brown
Senior Protocol Strategist

Previously product and onchain strategy at 21Shares, financial services at EY

  • Employee experience
Danica Espiritu
Office Manager, EA

Previously WX Associate Director at Kepler Group, Facilities Manager at BetterCloud

  • New York University
Daniel Arango
Head of Talent

Previously recruiting at Gemini and DigitalOcean

  • University of Texas, Austin
Jesse Kao
CFO

Previously Point72 Asset Management and Raymond James

  • Tokenomics, Solana, economics, strategy
  • Solana hackathon winner
Kamil Yusubov
Senior Protocol Strategist

Previously management consultant at McKinsey and Deloitte

  • Avid degen
Matt Dobel
Head of Business Development

Previously partnerships and BD at OnDeck Capital, Brigit, and Square

  • University of Southern California
  • Recruiting, coordination, sourcing, talent insights, candidate experience
  • Classically trained saxophonist
Noah Sanford
Talent Sourcer

Previously recruiting and DEI at Brex and Tinder

  • Harvard University
  • Mechanism design, statistics, DAOs
  • Nationally ranked golfer
Paul Lei
Head of Protocol Strategy

Previously Financial Institutions Group at Goldman Sachs

  • Queen's University
  • Public and private credit investments, investment banking
Rahul Goyal
Strategic Finance Manager

Previously special situations and credit at BlackRock and JP Morgan, investment banking at Perella Weinberg

  • University of Southern California
  • Tea startup cofounder
Tiffany Liu
Accounting Manager

Previously tax compliance at Forever 21, HNWI tax services at EY

  • Georgetown University
Trey Sadiq
General Counsel

Previously digital assets legal and regulatory counsel working across TradFi, fintech, and Fortune 100s

  • Cornell University
  • DeFi risk, security and threat modeling, DAOs
John Morrow
Chief Operating Officer

Previously product, engineering, and operations at Microsoft, GS, and a few start-ups

  • MIT
  • Quantitative trading, HFT, marketplace design, simulation
  • HS ski team captain
Rei Chiang
Chief Technology Officer

Previously HFT and PM at GETCO and 3Red, Uber ATG (autonomous vehicles)

  • Cornell University
  • Lots of Red Bull
Tarun Chitra
Chief Executive Officer

Previously quantitative R&D at Vatic HFT and D.E. Shaw

  • Northwestern University
  • Data science, economics, statistical analysis
  • Jeopardy! and BBC Mastermind contestant
Ani Gupta
Data Scientist

Previously economic consulting with expertise in finance, tech, pharma, and heavy industry

  • UC Berkeley
  • Statistical ML, convex optimization, ranking and recommender systems, online controlled experimentation
  • Science Robotics published author, PhD dropout
Bill DeRose
Machine Learning Engineer

Previously engineering and DS at Microsoft and PayPal, pre-IPO at MongoDB, engineering fellow at Kleiner Perkins

  • Onchain asset management, onchain data
  • Can do a front flip
Carson Brown
Senior Protocol Strategist

Previously product and onchain strategy at 21Shares, financial services at EY

  • Product design, design systems
  • Crafting brand and experiences
  • IDs cars based on exhaust sounds
Curran Sandher
Head of Design

Previously web3 design leader at Airfoil, design at Autozen

  • Employee experience
Danica Espiritu
Office Manager, EA

Previously WX Associate Director at Kepler Group, Facilities Manager at BetterCloud

  • New York University
Daniel Arango
Head of Talent

Previously recruiting at Gemini and DigitalOcean

  • University of Maryland, University of San Francisco (M.A)
  • Client Facing Relationships, Growth, GTM
  • Frm. Political Researcher & US Elections Bettor
Esteben Garcia
Aera Business Development

Previously Head of BD at Tenet, Listings BD at Binance

  • George Washington University
  • Mechanism design, tokenomics, convex optimization
  • Grew up on an alpaca farm
Gabe Pohl-Zaretsky
Head of Applied Research

Quantitative finance at Jane Street, GTS, and U.S. SEC

  • Wharton
  • Growth, GTM, BD
  • Fine Arts minor
George Beall
Business Development

Previously GTM Lead for Commonwealth, cofounder of Everipedia

  • Princeton University
  • Quantitative research, trading, data science, data engineering
Henry Meng
Data Scientist

Previously quantitative research at Citadel

  • Harvard University
  • Mechanism design, operations research, statistical modeling
Jacob Kim
Machine Learning Engineer

Previously dynamic pricing algorithms at Sonder and Gametime

  • University of Texas, Austin
Jesse Kao
CFO

Previously Point72 Asset Management and Raymond James

  • Cornell University
  • DeFi risk, security and threat modeling, DAOs
John Morrow
Chief Operating Officer

Previously product, engineering, and operations at Microsoft, GS, and a few start-ups

  • Tokenomics, Solana, economics, strategy
  • Solana hackathon winner
Kamil Yusubov
Senior Protocol Strategist

Previously management consultant at McKinsey and Deloitte

  • George Washington University
  • Product innovation, experience design
  • Co-wrote a book on measuring satisfaction
Katharina Theobald
Product Manager

Previously a management consultant with expertise in banking, international development, and eCommerce

  • New York University
  • Applied quantitative research, data visualization, analytics, data client management
  • Classically trained singer
Katie Bent-Koerick
Data Scientist

Previously quantitative research and data science at NYC Criminal Justice Agency

  • Cornell University
  • Quantitative Research, Derivatives Modeling, Systematic Investing & Trading
  • Avid LP & Yield Farmer
Luke Sterle
Senior Data Scientist

Previously Derivatives Trading & Corporate Research at Bridgewater Associates

  • University of Maryland
  • Data Science, Analytics, Statistics, Machine Learning
  • Founder-Member of worlds first womens DAO
Maria Shaikh
Data Scientist

Previously Data Scientist (R&D) at ZebPlay

  • Avid degen
Matt Dobel
Head of Business Development

Previously partnerships and BD at OnDeck Capital, Brigit, and Square

  • City, University of London
  • ML, applied research, data science, on-chain analysis
  • Car design junkie
Michael Garaszczuk
Data Scientist

Previously data DRI lead at Coinbase Wallet

  • Princeton University
  • Data engineering, statistical modeling
Michalis Aliferakis
Machine Learning Engineer

Previously ML at Bloomberg, PhD in chemical engineering

  • Alternative data, dynamic factor modeling, macroeconomics
  • Certified yogi
Miya Wang
Data Scientist

Previously strategy and special projects at OKX, Office of the CEO

  • University of California, Berkeley
  • Data science, quantitative research
Nathan Sheng
Data Scientist

Previously software engineering at LinkedIn

  • MIT
  • NLP, statistics, smart contracts, deep learning
Nicholas Egan
Machine Learning Engineer

Previously ML and engineering at Primer AI, Robinhood, Facebook, and Airbnb

  • University of Southern California
  • Recruiting, coordination, sourcing, talent insights, candidate experience
  • Classically trained saxophonist
Noah Sanford
Talent Sourcer

Previously recruiting and DEI at Brex and Tinder

  • Harvard University
  • Mechanism design, statistics, DAOs
  • Nationally ranked golfer
Paul Lei
Head of Protocol Strategy

Previously Financial Institutions Group at Goldman Sachs

  • New York University, Johns Hopkins
  • All things content
  • Third baseman on Belgium's Little League team
Philip Rosenstein
Content Strategy

Previously Head of Content at Gemini, senior fintech reporter at Law360

  • University of Pennsylvania
  • ML, data engineering
  • Drummer in multiple bands
Prateek Agarwal
Machine Learning Engineer

Previously data science projects at Polychain

  • Queen's University
  • Public and private credit investments, investment banking
Rahul Goyal
Strategic Finance Manager

Previously special situations and credit at BlackRock and JP Morgan, investment banking at Perella Weinberg

  • MIT
  • Quantitative trading, HFT, marketplace design, simulation
  • HS ski team captain
Rei Chiang
Chief Technology Officer

Previously HFT and PM at GETCO and 3Red, Uber ATG (autonomous vehicles)

  • University of Maryland, College Park
  • Quantitative research, trading strategies, statistics, ML
  • Stablecoin research co-author
Sai Srikar Nimmagadda
Data Scientist

Previously quantitative research at Brevan Howard Digital

  • Mechanism design, data science
Sarah Chen
Machine Learning Engineer

Previously commodities strategist at Goldman Sachs, ML and engineering at DoorDash

  • Carnegie Mellon University
  • Machine learning, NLP, product scaling
  • Co-wrote a paper on measuring content gaps on the open web
Shaan Varia
VP of Product

Previously cofounder of Question Hub at Google

  • Cornell University
  • Lots of Red Bull
Tarun Chitra
Chief Executive Officer

Previously quantitative R&D at Vatic HFT and D.E. Shaw

  • University of Southern California
  • Tea startup cofounder
Tiffany Liu
Accounting Manager

Previously tax compliance at Forever 21, HNWI tax services at EY

  • Georgetown University
Trey Sadiq
General Counsel

Previously digital assets legal and regulatory counsel working across TradFi, fintech, and Fortune 100s

  • Princeton University
  • Mechanism design, quantitative research, trading
  • Has perfect pitch
Walter Li
Machine Learning Engineer

International ETF trading in RBC's Quantitative Strategies Group

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