Gauntlet

Gauntlet is a New York-based quantitative risk management and financial simulation firm founded in 2018, working with DeFi protocols and, increasingly, institutions. Its core method is agent-based simulation: the firm runs large volumes of simulations against protocol economics to test how markets behave under stress, then recommends parameter settings such as interest rates, liquidation thresholds, collateral limits and incentive budgets so protocols can maximise capital efficiency without becoming insolvent.

Purpose-built infrastructure processes over 400 million data points daily across more than a dozen L1 and L2 blockchains, refreshed six times per day. Beyond advisory work, Gauntlet operates products directly: curated vaults for lending, restaking, levered real-world-asset and stablecoin yield strategies; Aera, an on-chain vault infrastructure layer; Gauntlet Applied Research for protocol optimisation; and public risk dashboards.

1. Agent-based simulation engine that stress-tests protocol economics and recommends interest rates, liquidation thresholds and incentive parameters.

2. Infrastructure processing 400M+ data points daily across a dozen-plus L1 and L2 chains, refreshed six times per day.

3. States USD 42 billion in client assets protected and USD 1.3B+ total value locked in its vaults.

4. Product suite: lending, restaking and levered RWA vaults, Gauntlet USD Alpha stablecoin vault, Aera on-chain vault infrastructure, public risk dashboards.

5. Gauntlet Applied Research: protocol optimisation and custom quantitative research; 40+ published papers with 1,000+ citations.

6. Security monitoring layered in via Hypernative, Zeroshadow and Chainalysis.