Growth rate of liquidity provider's wealth in G3Ms

no code implementations • 27 Mar 2024 • Cheuk Yin Lee, Shen-Ning Tung, Tai-Ho Wang

Geometric mean market makers (G3Ms), such as Uniswap and Balancer, represent a widely used class of automated market makers (AMMs).

An arbitrage driven price dynamics of Automated Market Makers in the presence of fees

no code implementations • 3 Jan 2024 • Joseph Najnudel, Shen-Ning Tung, Kazutoshi Yamazaki, Ju-Yi Yen

We present a model for price dynamics in the Automated Market Makers (AMM) setting.