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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Main Authors: Cartea, A, Drissi, F, Monga, M
格式: Conference item
语言:English
出版: IEEE 2023