On-device research index

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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2 results for “UniswapV3”

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 ↗

Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makersq-fin.TR

Framework to generalize impermanent loss for decentralized exchanges.

problem Difficult analysis of impermanent loss due to diverse market maker algorithms and fee structures.

method Developed a framework to generalize impermanent loss for constant function market makers with optional concentrated liquidity.

result Identified conditions for profitability of liquidity provisioning.

Decentralized Exchanges Impermanent Loss Constant Function Market Makers Liquidity Providers BalancerV2

2023-01-17abs ↗pdf ↗