Copertina

Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Wu, Fei, Sui, Danning, Thiery, Thomas, Pai, Mallesh
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Cryptography and Security Trading and Market Microstructure
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
di: Adams, Austin, et al.
Pubblicazione: (2023)

Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets
di: Saguillo, Oriol, et al.
Pubblicazione: (2025)

A Stream Pipeline Framework for Digital Payment Programming based on Smart Contracts
di: Meng, Zijia, et al.
Pubblicazione: (2025)

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

PEB Separation and State Migration: Unmasking the New Frontiers of DeFi AML Evasion
di: Cao, Yixin, et al.
Pubblicazione: (2026)

Strategic Users in a Priority Queue with Bulk Service on Blockchains
di: Seo, Donghwa, et al.
Pubblicazione: (2026)

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

Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
di: Adadurov, Aleksei, et al.
Pubblicazione: (2026)

Measuring DEX Efficiency and The Effect of an Enhanced Routing Method on Both DEX Efficiency and Stakeholders' Benefits
di: Zhang, Yu, et al.
Pubblicazione: (2025)

Multiblock MEV opportunities & protections in dynamic AMMs
di: Willetts, Matthew, et al.
Pubblicazione: (2024)

ForesightFlow: An Information Leakage Score Framework for Prediction Markets
di: Nechepurenko, Maksym
Pubblicazione: (2026)

Offline Digital Euro: a Minimum Viable CBDC using Groth-Sahai proofs
di: Kempen, Leon, et al.
Pubblicazione: (2024)

DEX Specs: A Mean Field Approach to DeFi Currency Exchanges
di: Bayraktar, Erhan, et al.
Pubblicazione: (2024)

The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering
di: Mizrach, Bruce, et al.
Pubblicazione: (2025)

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

Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies
di: Drossos, Thanos, et al.
Pubblicazione: (2025)

Exploring the Impact: How Decentralized Exchange Designs Shape Traders' Behavior on Perpetual Future Contracts
di: Chen, Erdong, et al.
Pubblicazione: (2024)

SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)
di: Rahman, Nahid, et al.
Pubblicazione: (2025)

Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
di: Adadurov, Aleksei, et al.
Pubblicazione: (2026)

MM-DREX: Multimodal-Driven Dynamic Routing of LLM Experts for Financial Trading
di: Chen, Yang, et al.
Pubblicazione: (2025)

Bitcoin ETF: Opportunities and risk
di: Wu, Di
Pubblicazione: (2024)

MEV Capture and Decentralization in Execution Tickets
di: Burian, Jonah, et al.
Pubblicazione: (2024)

Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective
di: Henrichs, Luca, et al.
Pubblicazione: (2025)

A Modern Paradigm for Algorithmic Trading
di: Glattfelder, James B., et al.
Pubblicazione: (2025)

A New Traders' Game? -- Empirical Analysis of Response Functions in a Historical Perspective
di: Schuhmann, Cedric, et al.
Pubblicazione: (2025)

Refining and Robust Backtesting of A Century of Profitable Industry Trends
di: Massaad, Alessandro, et al.
Pubblicazione: (2024)

LLM Agents Do Not Replicate Human Market Traders: Evidence From Experimental Finance
di: Henning, Thomas, et al.
Pubblicazione: (2025)

Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
di: Singh, Srisht Fateh, et al.
Pubblicazione: (2025)

Model Predictive Control For Trade Execution
di: McAuliffe, Thomas P., et al.
Pubblicazione: (2026)

Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters
di: Rahman, Abdul
Pubblicazione: (2024)

A Formal Approach to AMM Fee Mechanisms with Lean 4
di: Dessalvi, Marco, et al.
Pubblicazione: (2026)

Can AI Detect Wash Trading? Evidence from NFTs
di: Falk, Brett Hemenway, et al.
Pubblicazione: (2023)

Measuring Arbitrage Losses and Profitability of AMM Liquidity
di: Fritsch, Robin, et al.
Pubblicazione: (2024)

Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds
di: Benhamou, E., et al.
Pubblicazione: (2025)

Information Leakages in the Green Bond Market
di: Shannon, Darren, et al.
Pubblicazione: (2025)

Rolling intrinsic for battery valuation in day-ahead and intraday markets
di: Oeltz, Daniel, et al.
Pubblicazione: (2025)

Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders
di: Steinbacher, Matej, et al.
Pubblicazione: (2025)

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

A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
di: Nechepurenko, Maksym
Pubblicazione: (2026)

Heterogeneous Beliefs Model of Stock Market Predictability
di: Park, Jiho
Pubblicazione: (2024)