Closed-form solutions for generic N-token AMM arbitrage

By Matthew Willetts, Christian Harrington

Rating

1521
Battle Count: 37

Relevance

9/10
Highly relevant for DeFi trading and market making, provides novel analytical solutions for multi-asset arbitrage

Implementation Complexity

7/10
Requires understanding of advanced mathematical concepts and potential GPU implementation for efficiency

Reproducibility

4/5
The paper provides detailed mathematical derivations and simulation setup, but lacks specific code implementation details

About this paper

Methodology: Analytical derivation. Problem types: Optimization, Market Making, Arbitrage.

The interactive Everscope explorer (charts, battles, favorites) loads below.