Profit Maximization In Arbitrage Loops
By Yu Zhang, Zichen Li, Tao Yan, Qianyu Liu, Nicolo Vallarano, Claudio J. Tessone
Rating
1327
Battle Count: 126
Relevance
9/10
Highly relevant for cryptocurrency arbitrage trading and decentralized exchange optimization
Implementation Complexity
7/10
Requires understanding of convex optimization and implementation of complex trading strategies
Reproducibility
4/5
The paper provides detailed explanations of the strategies and includes example implementations
About this paper
Methodology: Convex Optimization. Problem types: Optimization, Arbitrage Detection.
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