Growth Rate of Liquidity Provider's Wealth in G3Ms

By Cheuk Yin Lee, Shen-Ning Tung, Tai-Ho Wang

Published 2024-03-27

Everscope rating

1818.5

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Stochastic Analysis. Problem types: Market Making, Portfolio Optimization.

arXiv:2403.18177 · Paper rankings

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