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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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6 results for “G3Ms”

G3Ms:Generalized Mean Market Makersq-fin.TR

New market makers improve on existing models in DeFi.

problem Improving liquidity and efficiency in decentralized finance.

method Developed a new family of market makers based on generalized means.

result G3Ms offer properties preferable to existing models.

Decentralized Finance Market Makers Generalized Means CFMMs

2022-08-15abs ↗pdf ↗

Growth rate of liquidity provider's wealth in G3Msq-fin.MF

Study growth of LP wealth in G3Ms affected by trading fees and arbitrage.

problem Analyzing profitability of LPs in G3Ms under trading fees and arbitrage.

method Stochastic reflected diffusion processes to model G3M dynamics.

result Long-term expected logarithmic growth of LP wealth calculated.

liquidity providers G3Ms trading fees arbitrage wealth growth

2024-03-27abs ↗pdf ↗

Liquidity Provider Returns in Geometric Mean Marketsq-fin.MF

This paper extends liquidity returns in geometric mean markets to time-varying weights.

problem Understanding returns and no-arbitrage prices in geometric mean markets with time-varying weights.

method Extending known results for constant-weight G3Ms to the general case of G3Ms with time-varying and potentially stochastic weights.

result LP shares can replicate the payoffs of financial derivatives and various trading strategies.

geometric mean markets liquidity provider returns time-varying weights financial derivatives hedge strategies

2020-06-15abs ↗pdf ↗

G3M Impermanent Loss Dynamicsq-fin.PM

G3M impermanent losses are a key issue in decentralized finance, affecting diversification benefits.

problem Impermanent losses in G3M market makers due to negative convexity.

method Established non-arbitrage bounds and analyzed empirical data.

result Median liquidity pools have net nil ROI when Impermanent Losses are considered.

Decentralized Finance Automated Market Makers Impermanent Losses UniswapV3 Transaction Fees

2021-08-14abs ↗pdf ↗

Optimal Fees for Geometric Mean Market Makersq-fin.MF

Optimal fees for G3Ms align LP value with market accuracy.

problem Optimal fees for G3Ms to attract liquidity without sacrificing accuracy.

method Developed a framework for determining LP value with fees for G3Ms under diffusion.

result LPs prefer G3Ms over other strategies as fees approach zero.

CFMMs G3Ms Arbitrage Liquidity Providers Optimal Fees

2021-04-01abs ↗pdf ↗

A General Framework for Impermanent Loss in Automated Market Makersq-fin.TR

We analyze impermanent loss in AMMs and show G3Ms are simplest.

problem Understanding impermanent loss in automated market makers.

method Developed a general framework and analyzed Geometric Mean Market Makers (G3Ms).

result G3Ms have the simplest impermanent loss characteristics.

impermanent loss automated market makers geometric mean curve protocol

2022-03-21abs ↗pdf ↗