2factor finance is grounded in a body of open research. Below you'll find our whitepaper, simulation code, and interactive explorers for studying leveraged ETF mechanics and productive bands on real-world assets.
FoundationalThe foundational paper describing perpetual tranching, the balancing rate, and the design principles behind durable leveraged and deleveraged derivatives.
Empirical companion to the whitepaper. Simulation results across asset classes, a full decomposition of the leveraged-ETF universe, and stress tests across drift–volatility regimes.
Notes on the stochastic processes, volatility drag derivations, and configuration sweeps used to benchmark protocol performance against modern leveraged ETFs.
Python notebooks and reference implementations used to backtest the protocol against historical price data. Includes parameter sweeps and sensitivity analyses.
Audited Solidity source for the core tranching vault and balancing-rate mechanism, along with deployment scripts and integration tests.
Decomposed financing drag across all long single-stock leveraged ETFs. Browse premiums by ticker, asset class, and AUM — the empirical basis for the leverage cost analysis in the whitepaper.
Simulate productive bands on single-stock equities and crypto assets. Adjust drift, volatility, and leverage to visualize where leveraged derivatives thrive or decay.
Backtest leveraged (Jr) vs spot positions on real assets like BTC, NVDA, GLD, and SPY. Visualize wealth paths, durability curves, and rolling optimal-leverage distributions across configurable date ranges.
