Pools as Portfolios: Observed arbitrage efficiency & LVR analysis of dynamic weight AMMs

By Matthew Willetts, Christian Harrington

Published 2026-02-25

Everscope rating

1785.6

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Block-level empirical arbitrage analysis with LVR/RVR benchmarking. Problem types: Market Making, Algorithmic Execution, Portfolio Optimization, Optimization.

arXiv:2602.22069 · Paper rankings

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