no code implementations • 23 Apr 2024 • Matthew Willetts, Christian Harrington
Maximal Extractable Value (MEV) in Constant Function Market Making is fairly well understood.
no code implementations • 27 Mar 2024 • Matthew Willetts, Christian Harrington
We then demonstrate this method on a range of market backtests, including simulating pool performance when trading fees are present, finding that the new approximately-optimal method of changing weights gives robust increases in pool performance.
no code implementations • 9 Feb 2024 • Matthew Willetts, Christian Harrington
Convex optimisation has provided a mechanism to determine arbitrage trades on automated market markets (AMMs) since almost their inception.
