Optimal Rebalancing in Dynamic AMMs

By Matthew Willetts, Christian Harrington

Published 2024-03-27

Everscope rating

1466.7

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Numerical Optimization. Problem types: Optimization, Market Making.

arXiv:2403.18737 · Paper rankings

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