Execution and statistical arbitrage with signals in multiple automated market makers
Automated market makers (AMMs) are a new type of trading venue where the rules for liquidity provision and liquidity taking are considerably different from those of the traditional electronic trading venues. AMMs have become one of the key markets to trade crypto-currencies, whose liquidity is highl...
Main Authors: | Cartea, A, Drissi, F, Monga, M |
---|---|
格式: | Conference item |
语言: | English |
出版: |
IEEE
2023
|
相似书籍
-
Arbitrage in automated market makers
由: Nicola Dimitri
出版: (2024-10-01) -
Multi-asset optimal execution and statistical arbitrage strategies under Ornstein--Uhlenbeck dynamics
由: Bergault, P, et al.
出版: (2022) -
Correlation matrix clustering for statistical arbitrage portfolios
由: Jin, Q, et al.
出版: (2023) -
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
由: Cartea, A, et al.
出版: (2023) -
Trading strategies within the edges of no-arbitrage
由: Cartea, Á, et al.
出版: (2018)