Measuring Arbitrage Losses and Profitability of AMM Liquidity

By Robin Fritsch, Andrea Canidio

Rating

1378
Battle Count: 157

Relevance

9/10
Highly relevant for understanding AMM dynamics and optimizing liquidity provision strategies

Implementation Complexity

6/10
Requires access to historical trading data and implementation of simulation models

Reproducibility

4/5
The paper provides detailed methodology for data collection and analysis, enhancing reproducibility

About this paper

Methodology: Empirical analysis. Problem types: Empirical Analysis, Market Making, Risk Management.

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