Optimal execution on Uniswap v2/v3 under transient price impact

By Bastien Baude, Damien Challet, Ioane Muni Toke

Published 2026-08-25

Everscope rating

1939

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Dynamic Programming with Transient Price Impact Modeling. Problem types: Algorithmic Execution, Optimization, Market Making.

arXiv:2601.03799 · Paper rankings

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