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solana-staking

SOL staking & capital structure optimization with interactive calculators

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Information

Property Value
Language Python
Stars 0
Forks 0
Watchers 0
Open Issues 0
License No License
Created 2026-01-12
Last Updated 2026-02-19
Last Push 2026-01-13
Contributors 1
Default Branch master
Visibility private

Reproducibility

No specific reproducibility files found.

Status

  • Issues: Enabled
  • Wiki: Enabled
  • Pages: Enabled

README

SOL Staking & Capital Structure Optimization

A comprehensive framework for permanent SOL accumulation through staking, convertible bonds, and strategic capital deployment.

Live Demo

GitHub Pages: https://digital-ai-finance.github.io/solana-staking/

Features

Interactive Calculators (Client-Side JS)

  • Validator Economics: Calculate profitability by stake level, commission rate, and infrastructure costs
  • Convertible Bond Analyzer: Price convertible bonds with Black-Scholes, compute Greeks
  • Options Strategy Builder: Design covered calls, puts, and collars for yield enhancement
  • Monte Carlo Simulator: Simulate SOL price paths with Merton Jump-Diffusion model
  • Capital Structure Optimizer: Find optimal leverage ratio and minimize WACC

Python Models

  • monte_carlo.py - Price path simulation with jump-diffusion
  • black_scholes.py - Full options pricing with all Greeks
  • validator_economics.py - Validator P&L model
  • convertible_pricing.py - Bond + embedded option valuation
  • capital_structure.py - WACC optimization, Modigliani-Miller framework

Beamer Slides (40 pages)

Eight modules covering: 1. Solana Staking Fundamentals 2. Validator Business Model 3. Corporate Finance - SOL Accumulation 4. Capital Structure Optimization 5. Options Strategies for Yield Enhancement 6. Monte Carlo Simulations 7. Opportunistic Acquisition Framework 8. Hybrid Model: Validator + Corp Finance

Current Solana Metrics (January 2026)

Metric Value
Staking APY 7.5%
Staked Supply 68.6%
Inflation Rate 4.07%
LST TVL $10.7B
Jito Market Share 76%

Mathematical Framework

Stochastic Process (Merton Jump-Diffusion)

dS = (mu - lambda*kappa)*S*dt + sigma*S*dW + S*dJ

Convertible Valuation

V_CB = V_bond + V_call_option

Capital Structure (Modigliani-Miller)

V_L = V_U + Tax_Shield - Distress_Cost

WACC

WACC = (E/V)*r_e + (D/V)*r_d*(1-tau)

Project Structure

Solana-Staking/
├── docs/                     # GitHub Pages site
│   ├── index.html           # Landing page
│   ├── calculators/         # 5 interactive tools
│   ├── css/                 # Solana-themed styling
│   ├── js/                  # Black-Scholes, utilities
│   └── slides/              # PDF presentation
├── models/                   # Python simulation code
├── charts/                   # Generated visualizations
└── slides/                   # LaTeX source

Local Development

Run Python models

cd models
python monte_carlo.py
python validator_economics.py

Generate charts

cd charts/01_staking_yield_history
python chart.py

Compile slides

cd slides
pdflatex 20260112_1720_solana_staking.tex

License

MIT License

References

  • Solana Documentation: https://docs.solana.com
  • Jito Network: https://jito.network
  • MicroStrategy Investor Relations (convertible bond structure)
  • Hull, J.C. - Options, Futures, and Other Derivatives