Closed-form solutions for generic N-token AMM arbitrage

By Matthew Willetts, Christian Harrington

Published 2024-02-09

Everscope rating

1543.8

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

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

arXiv:2402.06731 · Paper rankings

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