How can automated industry makers find an optimal liquidity provision plan? Fayçal Drissi, Visiting PhD Student at the Oxford-Man Institute of Quantitative financial, shares his research findings.
Decentralised financial and Automated industry Making: Predictable Loss and Optimal Liquidity Provision
by Álvaro Cartea, Fayçal Drissi, and Marcello Monga
This paper introduces a new comprehensive metric of predictable loss for liquidity providers in constant function automated industry makers to derive an optimal liquidity provision plan.
Disclaimer:
If you own the YouTube channel related to this video and do not want it to be featured here, you can contact us through our contact page. We will gladly remove it without questioning your reasons.