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.

168,695 papers · 148 categories

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2 results for “fiat-pegged”

Silkswap: An asymmetric automated market maker model for stablecoinsq-fin.CP

Silkswap models stablecoin trading with minimal price impact.

problem Efficient trading of fiat-pegged stablecoins with minimal price impact.

method Silkswap uses an invariant price impact curve for asymmetric trading, derived from a hybrid function.

result Silkswap outperforms Curve Finance in price impact for stablecoin trading.

stablecoins automated market maker price impact invariant fiat-pegged

2023-01-21abs ↗pdf ↗

No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bankq-fin.TR

Stablecoin liquidity was affected by the SVB collapse, with USDC's transparency leading to market reactions.

problem Impact of stablecoin transparency on liquidity during market turmoil.

method Adapted MCI measure to Uniswap, Difference-in-Differences analysis on MCI and TVL, measured liquidity concentration.

result USDC's transparency led to swift market reactions, while USDT's opacity provided a safety net.

stablecoins transparency liquidity SVB market shocks

2024-07-16abs ↗pdf ↗