Search Results for author:
Found 5 papers, 0 papers with code
FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers
To illustrate how both flow toxicity, accounting for the sophistication of the counterparty of LPs, as well as LP competitiveness, accounting for the sophistication of the competition among LPs, affect individual LP returns, we propose a quadrant interpretation where all of these characteristics may be readily visualized.
Automated Market Making and Arbitrage Profits in the Presence of Fees
We consider the impact of trading fees on the profits of arbitrageurs trading against an automated marker marker (AMM) or, equivalently, on the adverse selection incurred by liquidity providers due to arbitrage.
Automated Market Making and Loss-Versus-Rebalancing
Quantitatively, we illustrate how our model's expressions for LP returns match actual LP returns for the Uniswap v2 WETH-USDC trading pair.
Nash, Conley, and Computation: Impossibility and Incompleteness in Game Dynamics
We also prove a stronger result for $\epsilon$-approximate Nash equilibria: there are games such that no game dynamics can converge (in an appropriate sense) to $\epsilon$-Nash equilibria, and in fact the set of such games has positive measure.
Differentially Private Regression with Unbounded Covariates
We provide computationally efficient, differentially private algorithms for the classical regression settings of Least Squares Fitting, Binary Regression and Linear Regression with unbounded covariates.
