Optimal Automated Market Makers: Differentiable Economics and Strong Duality

By Michael J. Curry, Zhou Fan, David C. Parkes

Published 2024-02-14

Everscope rating

1361.3

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Differentiable Economics. Problem types: Market Making, Optimization.

arXiv:2402.09129 · Paper rankings

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