DeFi and Protocols Writer
Boni is a crypto and DeFi writer at DEXTools News focused on analysing trends, protocols, and opportunities across decentralized finance. He covers lending, perpetual DEXs, yield, and tokenomics, explaining how protocols work and where the real risks and edges sit, with an emphasis on mechanics over speculation.
454 articles published
When excessive leverage meets a sudden price shift, the market can turn violent. We deconstruct how to spot a pending Liquidation Cascade and protect your capital.
Europe’s market structure is uniquely segmented. We compare the rigid diversification rules of UCITS ETFs with the agility of Crypto ETPs to help you master regional compliance.
Understanding how funds are built is vital for institutional investors. We dissect the mechanical differences between Cash and In-Kind creation pathways in modern digital asset ETFs.
The plumbing of the ETF market relies on specialized financial institutions. We break down the mechanics of the creation/redemption loop and how it prevents price decoupling.
Institutional fund tracking is the new North Star for market analysis. We deconstruct the data sources, reporting methodologies, and the significance of tracking net inflows and outflows.
The approval of regulated investment vehicles has changed the market forever. We break down the mechanical functioning of spot products and what to expect next.
Digital collectible markets have evolved into complex financial ecosystems. We break down the taxable lifecycle of NFT mints, creator royalty accruals, and secondary market dispositions to ensure your crypto ledger remains compliant.
Tax authorities increasingly categorize decentralized protocol interactions as taxable realizations. We break down the structural classification of LP entries, token wrapping, and reward accruals to ensure your ledger remains compliant.
Native protocol revenues are useless without an optimized distribution architecture. We pull back the curtain on how top-tier networks manage their cash flows, manipulate liquid float, and signal macro health to the market.
Surface price movements often obscure the algorithmic supply mechanics that define a blockchain's long-term purchasing power. We analyze real-world programmatic asset reduction and token locking frameworks safely.
Candlestick charts present an illusion of constant supply that traps undisciplined spot buyers. We break down the structural liquidity metrics, float-to-FDV imbalances, and market maker data parameters needed to exploit upcoming token unlock cycles safely.
Instant token liquidity creates severe misaligned incentives that often destroy Web3 protocols. We break down the automated smart contract lockups needed to audit inflation curves safely.
