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.
Study shows HFT benefits large traders under certain conditions.
We consider a single security market based on a limit order book and two investors, with different speeds of trade execution. If the fast investor can front-run the slower investor, we show that this allows the fast trader to obtain risk free profits, but that these profits cannot be scaled. We derive the fast trader's…
A new sequencing rule prevents miners from front-running transactions in decentralized exchanges.
Study uses agent-based simulation to analyze impact of OBI strategy on financial markets.
Model predicts trading strategies based on latent demand and price impact.
Ethereum block builders can earn up to $14M/month by reordering transactions, harming users.
Interpool solves interoperability issues by minting, exchanging, and burning tokens within a single liquidity pool.
New system resists meme coin copy trading bots.
Model explains periodic trading in financial markets through game theory.
Maximal extractable value in CFMMs can degrade or improve routing quality, with reordering MEV showing logarithmic impact.