Decentralised financial and Automated industry Making: Predictable Loss and Optimal Liquidity Provision
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 … Read more