Cover Image

Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Drossos, Thanos, Kirste, Daniel, Kannengießer, Niclas, Sunyaev, Ali
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Automated Market Makers in Cryptoeconomic Systems: A Taxonomy and Archetypes
by: Kirste, Daniel, et al.
Published: (2023)

Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
by: Zeller, Simon Caspar, et al.
Published: (2025)

Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
by: Bergault, Philippe, et al.
Published: (2024)

The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
by: Zhou, Cong
Published: (2024)

Optimal Trading in Automated Market Makers with Deep Learning
by: Jaimungal, Sebastian, et al.
Published: (2023)

Equilibrium Reward for Liquidity Providers in Automated Market Makers
by: Aqsha, Alif, et al.
Published: (2025)

Concentrated Superelliptical Market Maker
by: Tolstikov, Vasily
Published: (2024)

Optimal Exit Time for Liquidity Providers in Automated Market Makers
by: Bergault, Philippe, et al.
Published: (2025)

Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)

Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention
by: Yan, CY, et al.
Published: (2025)

Optimal Dynamic Fees in Automated Market Makers
by: Baggiani, Leonardo, et al.
Published: (2025)

Improving Capital Efficiency and Impermanent Loss: Multi-Token Proactive Market Maker
by: Chen, Wayne, et al.
Published: (2023)

The Market Maker's Dilemma: Navigating the Fill Probability vs. Post-Fill Returns Trade-Off
by: Albers, Jakob, et al.
Published: (2025)

Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide
by: Glattfelder, James B., et al.
Published: (2024)

Bootstrapping Liquidity in BTC-Denominated Prediction Markets
by: Shabashev, Fedor
Published: (2025)

Automated Market Making and Decentralized Finance
by: Monga, Marcello
Published: (2024)

Agent-based Liquidity Risk Modelling for Financial Markets
by: Vytelingum, Perukrishnen, et al.
Published: (2025)

Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
by: Bichuch, Maxim, et al.
Published: (2022)

Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making
by: Morimoto, Yusuke
Published: (2024)

Optimal Fees for Liquidity Provision in Automated Market Makers
by: Campbell, Steven, et al.
Published: (2025)

Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities
by: Ma, Tianyi
Published: (2025)

Expiring Assets in Automated Market Makers
by: Wood, Kenan, et al.
Published: (2024)

Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
by: Chen, Kai-Yuan, et al.
Published: (2025)

Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets
by: Rola, Przemysław
Published: (2025)

Option Pricing on Automated Market Maker Tokens
by: Maymin, Philip Z.
Published: (2026)

Market Inefficiency in Cryptoasset Markets
by: Hasbrouck, Joel, et al.
Published: (2026)

Price Discovery in Cryptocurrency Markets
by: Pascual, Juan Plazuelo, et al.
Published: (2025)

Liquidity Competition Between Brokers and an Informed Trader
by: Donnelly, Ryan, et al.
Published: (2025)

PEARL: Private Equity Accessibility Reimagined with Liquidity
by: Benhamou, E., et al.
Published: (2025)

Optimal Execution and Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2025)

Arbitrage Analysis in Polymarket NBA Markets
by: Cheng, Guang, et al.
Published: (2026)

Strategic Learning and Trading in Broker-Mediated Markets
by: Aqsha, Alif, et al.
Published: (2024)

Option Market Making via Reinforcement Learning
by: Fang, Zhou, et al.
Published: (2023)

Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying
by: Macrì, Andrea, et al.
Published: (2024)

Agent-Based Simulation of a Perpetual Futures Market
by: Rao, Ramshreyas
Published: (2025)

On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
by: Barbon, Andrea, et al.
Published: (2021)

High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
by: Bhatia, Sid, et al.
Published: (2024)

What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol
by: Zhu, Brian Z., et al.
Published: (2024)

Microstructure and Manipulation: Quantifying Pump-and-Dump Dynamics in Cryptocurrency Markets
by: Karbalaii, Mahya
Published: (2025)

Sentiment Feedback in Equity Markets: Asymmetries, Retail Heterogeneity, and Structural Calibration
by: Sneller, Lucas Marques
Published: (2025)