A Tick-by-Tick Solution for Concentrated Liquidity Provisioning

By Corinne Powers

Published 2024-05-30

Everscope rating

1549.1

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Convex Optimization. Problem types: Optimization, Market Making, Portfolio Optimization.

arXiv:2405.18728 · Paper rankings

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