Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Year of publication: |
2023
|
---|---|
Authors: | Cartea, Álvaro ; Drissi, Fayçal ; Monga, Marcello |
Subject: | Decentralised finance | automated market making | concentrated liquidity | algorithmic trading | predictable loss | impermanent loss | Liquidität | Liquidity | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Prognoseverfahren | Forecasting model | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Verlust | Loss | Unternehmenskonzentration | Market concentration |
-
Stylized algorithmic trading : satisfying the predictive near-term demand of liquidity
Sun, Edward W., (2019)
-
The impact of algorithmic trading in a simulated asset market
Mukerji, Purba, (2019)
-
Liquidity risk, speculative trade, and the optimal latency of financial markets : conference paper
Fricke, Daniel, (2014)
- More ...
-
Execution and Statistical Arbitrage with Signals in Multiple Automated Market Makers
Cartea, Álvaro, (2023)
-
Cartea, Álvaro, (2023)
-
Decentralised Finance and Automated Market Making : Execution and Speculation
Cartea, Álvaro, (2022)
- More ...