Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
Fuente:
arXiv
Saved in:
| Main Authors: | Cartea, Álvaro, Drissi, Fayçal, Monga, Marcello |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Decentralised Finance and Automated Market Making: Execution and Speculation
by: Cartea, Álvaro, et al.
Published: (2023)
by: Cartea, Álvaro, et al.
Published: (2023)
Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
by: Drissi, Fayçal, et al.
Published: (2025)
by: Drissi, Fayçal, et al.
Published: (2025)
Automated Market Making and Decentralized Finance
by: Monga, Marcello
Published: (2024)
by: Monga, Marcello
Published: (2024)
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
by: Capponi, Agostino, et al.
Published: (2026)
by: Capponi, Agostino, et al.
Published: (2026)
Strategic Learning and Trading in Broker-Mediated Markets
by: Aqsha, Alif, et al.
Published: (2024)
by: Aqsha, Alif, et al.
Published: (2024)
Optimal Exit Time for Liquidity Providers in Automated Market Makers
by: Bergault, Philippe, et al.
Published: (2025)
by: Bergault, Philippe, et al.
Published: (2025)
Automated Market Making: the case of Pegged Assets
by: Bergault, Philippe, et al.
Published: (2024)
by: Bergault, Philippe, et al.
Published: (2024)
Optimal Dynamic Fees in Automated Market Makers
by: Baggiani, Leonardo, et al.
Published: (2025)
by: Baggiani, Leonardo, et al.
Published: (2025)
Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
by: Bichuch, Maxim, et al.
Published: (2022)
by: Bichuch, Maxim, et al.
Published: (2022)
Optimal execution and speculation with trade signals
by: Bank, Peter, et al.
Published: (2023)
by: Bank, Peter, et al.
Published: (2023)
QubitSwap: The Informational Edge in Decentralised Exchanges
by: Scott-Simons, Oliver Tronn, et al.
Published: (2025)
by: Scott-Simons, Oliver Tronn, et al.
Published: (2025)
Unified Approach for Hedging Impermanent Loss of Liquidity Provision
by: Lipton, Alexander, et al.
Published: (2024)
by: Lipton, Alexander, et al.
Published: (2024)
Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies
by: Drossos, Thanos, et al.
Published: (2025)
by: Drossos, Thanos, et al.
Published: (2025)
Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2023)
by: Guo, Ivan, et al.
Published: (2023)
Performative Market Making
by: Kleitsikas, Charalampos, et al.
Published: (2025)
by: Kleitsikas, Charalampos, et al.
Published: (2025)
Mandatory Disclosure in Oligopolistic Market Making
by: Kim, Seongjin, et al.
Published: (2026)
by: Kim, Seongjin, et al.
Published: (2026)
Liquidity Dynamics in RFQ Markets and Impact on Pricing
by: Bergault, Philippe, et al.
Published: (2023)
by: Bergault, Philippe, et al.
Published: (2023)
An Impulse Control Approach to Market Making in a Hawkes LOB Market
by: Jain, Konark, et al.
Published: (2025)
by: Jain, Konark, et al.
Published: (2025)
Market Making and Transient Impact in Spot FX
by: Barzykin, Alexander
Published: (2026)
by: Barzykin, Alexander
Published: (2026)
Market Making with Fads, Informed, and Uninformed Traders
by: Barucci, Emilio, et al.
Published: (2025)
by: Barucci, Emilio, et al.
Published: (2025)
Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
by: Zeller, Simon Caspar, et al.
Published: (2025)
by: Zeller, Simon Caspar, et al.
Published: (2025)
Wasserstein Robust Market Making via Entropy Regularization
by: Fang, Zhou, et al.
Published: (2025)
by: Fang, Zhou, et al.
Published: (2025)
A Simple Strategy to Deal with Toxic Flow
by: Cartea, Álvaro, et al.
Published: (2025)
by: Cartea, Álvaro, et al.
Published: (2025)
Decentralized Prediction Markets and Sports Books
by: Amini, Hamed, et al.
Published: (2023)
by: Amini, Hamed, et al.
Published: (2023)
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)
Entropy-Regularized Certainty-Equivalent Bellman Policies for Risk-Sensitive Market Making
by: Zhong, Tenghan
Published: (2026)
by: Zhong, Tenghan
Published: (2026)
Nash Equilibrium between Brokers and Traders
by: Cartea, Álvaro, et al.
Published: (2024)
by: Cartea, Álvaro, et al.
Published: (2024)
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
by: Un, Kuok Sin, et al.
Published: (2025)
by: Un, Kuok Sin, et al.
Published: (2025)
Optimal Fees for Liquidity Provision in Automated Market Makers
by: Campbell, Steven, et al.
Published: (2025)
by: Campbell, Steven, et al.
Published: (2025)
Arbitrage with bounded Liquidity
by: Schlegel, Christoph, et al.
Published: (2025)
by: Schlegel, Christoph, et al.
Published: (2025)
Concentrated Liquidity with Leverage
by: Elsts, Atis, et al.
Published: (2024)
by: Elsts, Atis, et al.
Published: (2024)
Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market
by: Bodor, Hamza, et al.
Published: (2024)
by: Bodor, Hamza, et al.
Published: (2024)
Macroscopic Market Making Games via Multidimensional Decoupling Field
by: Guo, Ivan, et al.
Published: (2024)
by: Guo, Ivan, et al.
Published: (2024)
Optimal Execution and Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2025)
by: Guo, Ivan, et al.
Published: (2025)
Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
by: Singh, Srisht Fateh, et al.
Published: (2025)
by: Singh, Srisht Fateh, et al.
Published: (2025)
Liquidity provision in CLMMs: evidence from transactions data
by: Urusov, Andrey, et al.
Published: (2026)
by: Urusov, Andrey, et al.
Published: (2026)
FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity
by: Lao, Xin, et al.
Published: (2025)
by: Lao, Xin, et al.
Published: (2025)
Optimal Rebalancing in Dynamic AMMs
by: Willetts, Matthew, et al.
Published: (2024)
by: Willetts, Matthew, et al.
Published: (2024)
Optimal Execution under Incomplete Information
by: Chevalier, Etienne, et al.
Published: (2024)
by: Chevalier, Etienne, et al.
Published: (2024)
Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs
by: Anthropelos, Michail, et al.
Published: (2024)
by: Anthropelos, Michail, et al.
Published: (2024)
Similar Items
-
Decentralised Finance and Automated Market Making: Execution and Speculation
by: Cartea, Álvaro, et al.
Published: (2023) -
Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
by: Drissi, Fayçal, et al.
Published: (2025) -
Automated Market Making and Decentralized Finance
by: Monga, Marcello
Published: (2024) -
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
by: Capponi, Agostino, et al.
Published: (2026) -
Strategic Learning and Trading in Broker-Mediated Markets
by: Aqsha, Alif, et al.
Published: (2024)