Guillermo Angeris (Guille)
About
Head of research at Bain Capital Crypto. In a previous life, I did
math and physics at Stanford. Not a real doctor.
Papers

A note on Ligero and logarithmic randomness (Sep. 2024)

Guillermo Angeris, Alex Evans, Gyumin Roh.

The convex geometry of network flows (Aug. 2024)

Theo Diamandis, Guillermo Angeris. (arXiv)

Solving the convex flow problem (Apr. 2024)

Theo Diamandis, Guillermo Angeris. (arXiv)

Convex network flows (Mar. 2024)

Theo Diamandis, Guillermo Angeris, Alan Edelman. (arXiv)

Multidimensional blockchain fees are (essentially) optimal (Feb. 2024)

Guillermo Angeris, Theo Diamandis, Ciamac Moallemi. (arXiv)

Succinct proofs and linear algebra (Sep. 2023)

Alex Evans, Guillermo Angeris. (ePrint)

The specter (and spectra) of miner extractable value (Aug. 2023)

Guillermo Angeris, Tarun Chitra, Theo Diamandis, Kshitij Kulkarni. (arXiv, code)

The geometry of constant function market makers (Jul. 2023)

Guillermo Angeris, Tarun Chitra, Theo Diamandis, Alex Evans, Kshitij Kulkarni. (arXiv, slides)

A note on the welfare gap in fair ordering (Mar. 2023)

Theo Diamandis, Guillermo Angeris. (arXiv, code)

An efficient algorithm for optimal routing through constant function market makers (Feb. 2023)

Theo Diamandis, Max Resnick, Tarun Chitra, Guillermo Angeris. (arXiv, code)

Presented at FC 2023.

Concave prorata games (Oct. 2022)

Nicholas Johnson, Theo Diamandis, Alex Evans, Henry de Valence, Guillermo Angeris. (arXiv, code)

Presented at the DeFi workshop at FC 2023.

A primer on perpetuals (Sep. 2022)

Guillermo Angeris, Tarun Chitra, Alex Evans, Matthew Lorig. (arXiv)

Published in the SIAM Journal on
Financial Mathematics.

Designing multidimensional blockchain fee markets (Aug. 2022)

Theo Diamandis, Alex Evans, Tarun Chitra, Guillermo Angeris. (arXiv, code)

Published in AFT 2023.

A note on generalizing power bounds for physical design (Aug. 2022)

Guillermo Angeris. (arXiv)

Bounds on efficiency metrics in photonics (Mar. 2022)

Guillermo Angeris*, Theo Diamandis*, Jelena Vučković, Stephen Boyd. (arXiv, code)

Published in ACS Photonics.

DeFi liquidity management via optimal control: Ohm as a case
study (Feb. 2022)

Tarun Chitra, Kshitij Kulkarni, Guillermo Angeris, Alex Evans, Victor Xu.

Optimal routing for constant function market makers (Dec. 2021)

Guillermo Angeris, Alex Evans, Tarun Chitra, Stephen Boyd. (arXiv,
code)

Presented at EC 2022.

Replicating monotonic payoffs without oracles (Sep. 2021)

Guillermo Angeris, Alex Evans, Tarun Chitra. (arXiv)

Presented at the DeFi workshop at FC 2022.

Differential privacy in constant function market makers (Aug. 2021)

Tarun Chitra, Guillermo Angeris, Alex Evans. (ePrint)

Presented at FC 2022.

Constant function market makers: multiasset trades via convex
optimization (Jul. 2021)

Guillermo Angeris, Akshay Agrawal, Alex Evans, Tarun Chitra, Stephen Boyd. (arXiv)

Published as a chapter
in Springer's Handbook on Blockchain, 2022.

Reciprocal multirobot collision avoidance with asymmetric state
uncertainty (May 2021)

Kunal Shah*, Guillermo Angeris*, Mac Schwager. (arXiv,
code)

Replicating market makers (Mar. 2021)

Guillermo Angeris, Alex Evans, Tarun Chitra. (arXiv)

Published in Digital Finance.

A note on privacy in constant function market makers (Feb.
2021)

Guillermo Angeris, Alex Evans, Tarun Chitra. (arXiv)

Optimal fees for geometric mean market makers (Jan. 2021)

Alex Evans, Guillermo Angeris, Tarun Chitra. (arXiv)

Presented at the DeFi workshop at FC 2021.

When does the tail wag the dog? Curvature and market making
(Dec. 2020)

Guillermo Angeris, Alex Evans, Tarun Chitra. (arXiv)

Published in MIT's CES 2022.

LinRegOutliers: a Julia package for detecting outliers in linear
regression (Dec. 2020)

Mehmet Satman, Shreesh Adiga, Guillermo Angeris, Emre Akadal. (code)

Published in the Journal of Open Source
Software.

Heuristic methods and performance bounds for photonic
design (Nov. 2020)

Guillermo Angeris, Jelena Vučković, Stephen Boyd. (arXiv, code)

Published in Optics Express.

Improved price oracles: constant function market
makers (rewritten Jun. 2020)

Guillermo Angeris, Tarun Chitra. (arXiv, original version from Mar. 2020)

Presented at AFT 2020.

Optimal representative sample weighting (May
2020)

Shane Barratt, Guillermo Angeris, Stephen Boyd. (arXiv, code)

Published in Statistics and
Computing.

Bounds for scattering from absorptionless
electromagnetic structures (Mar. 2020)

Rahul Trivedi, Guillermo Angeris, Logan Su, Stephen Boyd, Shanhui Fan, Jelena Vučković. (arXiv, code)

Published in Physical Review
Applied.

Convex restrictions in physical design (Feb. 2020)

Guillermo Angeris, Jelena Vučković, Stephen Boyd. (arXiv, code)

Published in Scientific Reports.

Automatic repair of convex optimization problems (Jan.
2020)

Shane Barratt, Guillermo Angeris, Stephen Boyd. (arXiv, code)

Published in Optimization and
Engineering.

An analysis of Uniswap markets (Nov. 2019)

Guillermo Angeris, HsienTang Kao, Rei Chiang, Charlie Noyes, Tarun Chitra. (arXiv)

Published in MIT's CES
2020. (reviews)

Minimizing a sum of clipped convex functions (Oct.
2019)

Shane Barratt, Guillermo Angeris, Stephen Boyd. (arXiv, code)

Published in Optimization
Letters.

Fast reciprocal collision avoidance under measurement
uncertainty (May 2019)

Guillermo Angeris*, Kunal Shah*, Mac Schwager. (arXiv,
code)

Presented at ISRR 2019.

Computational bounds for photonic design (Nov. 2018, edited
Dec. 2018)

Guillermo Angeris, Jelena Vučković, Stephen Boyd. (arXiv, code)

Published in ACS Photonics.
* Indicates equal authorship.
Short papers and other writings

How liveness separates CFMMs and order books (Oct. 2021)

Tarun Chitra, Guillermo Angeris, Alex Evans.

A note on bundle profit maximization (Jun. 2021)

Guillermo Angeris, Alex Evans, Tarun Chitra.

The Georeg regularizer (Apr. 2019)

Guillermo Angeris, Shane Barratt, Jonathan Tuck.*
* Indicates equal authorship.
Talks

Linear algebra and zero knowledge (Apr. 2023)

Guillermo Angeris.

ZK Summit 9. (recorded talk)

Privacy in DeFi: challenges and constructions (Apr. 2022)

Guillermo Angeris.

ZK Summit 7.

Heuristics and bounds for photonic design (Mar. 2022)

Guillermo Angeris.

Defense presentation. Stanford University.

Bounds on achievable performance via Lagrange duality (Jul. 2021)

Guillermo Angeris, Rahul Trivedi, Logan Su, Jelena Vučković, Stephen Boyd. (summary)

Invited talk. META 2020, University of
Warsaw.

Constant function market makers: Pushing Uniswap and friends to do more
with lower fees (May 2020)

Guillermo Angeris, Tarun Chitra

DeFi Discussions. (recorded talk)


An analysis of Uniswap markets (Mar. 2020)

Guillermo Angeris, HsienTang Kao, Rei Chiang, Charlie Noyes, Tarun Chitra.

CES 2020, MIT. (recorded talk)
More
During my Ph.D. (20192022) I worked on inverse design in the Nanoscale and
Quantum Photonics lab
with Prof. Jelena Vučković
and Prof. Stephen Boyd.
My thesis, Heuristics and bounds for
photonic design, focused mostly on some applications of
optimization to photonics. I also did my bachelor's and master's at
Stanford, also in EE.
For other work and more info, my blog can
be found here which I (sometimes) update. Additionally, most of my
code can be found on my GitHub
profile.
Teaching
CME/EE103: Introduction to Matrix Methods
TA'd on: Autumn 2015, Autumn 2016, Autumn 2017.
EE364A: Convex Optimization
TA'd on: Spring 2017, Winter 2018.
EE104: Introduction to Machine Learning
TA'd on: Spring 2018.
Class projects
LEigOpt.jl: A fast, firstorder interiorpoint optimizer for eigenvalue optimization
We propose a new firstorder interiorpoint method for eigenvalue optimization of matrices with common sparsity
structure, which, in the current testing, outperforms SCS and CVXOPT by at least an order of magnitude of
runtime. (pdf, code)
Electrical network approximation to constrained minimum kcut (multiway cut)
We propose a novel, fast method for approximating the minimum kCut problem by using electrical networks.
Our approach has similar performance to the current best LP approximation but much faster empirical runtime. (pdf, code)
DominAI: An AI for the imperfect information game of Dominoes
We develop an algorithm for approximating good play in imperfect information games and show an application of
the algorithm to the teambased game of Venezuelan dominoes. (pdf, poster, code)
GameBoy emulator on bare metal Raspberri Pi
We developed a complete (though not cycleaccurate) CPU/GPU emulator for the original GameBoy, built on top of
the Raspberry Pi without an operating system. (code)
Unsupervised learning for brain tumor categorization
We correctly infer tumour regions without reference to masked examples by using unsupervised learning, showing
that a simple approach for unknown or littleknown classes of tumors can yield possibly useful insights into
these classes. (pdf, poster, code)
Other Projects
Autonomous, multiobjective path planner for the AUVSI–SUAS competition
Currently working on a pathplanning algorithm for fixedwing searchandrescue UAVs with realtime objective
creation, modification, and updating. No code will be available until the end of the competition, but progress
and mathematical descriptions of the solution can be found on my blog. (blog,
competition)
ChocolateArch: A tiny 8bit processor
I designed an 8bit architecture made to fit on a Lattice iCEStick (with 1K LUTs). A small team of us began a
complete implementation on an FPGA along with an external Arduinobased debugger during a hackathon. (code)
Frequently asked questions
Wait, so how do I pronounce your nickname, Guille?
Gee (like geese)  ye (like yet, but without the t).
Have you ever not been in school or writing papers?
Temporarily, I guess.
I spent my 2016 and 2017 summers at D.E. Shaw Research (DESRES)
doing work on fast algorithms for protein folding detection ('16) and some other work on informationlimited
labelling schemes ('17). I spent my summer of 2018 at Facebook doing
work in scam detection. I consulted for Gauntlet from 2019 to 2021.
Do you do anything other than research or program? E.g., anything useful?
Probably not, to be honest.
I do like to make pizza, listen to music, and hike, though.