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...

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Autors principals: Cartea, A, Drissi, F, Monga, M
Format: Conference item
Idioma:English
Publicat: IEEE 2023