Search Results for author: Anthony Lee Zhang

Found 1 papers, 0 papers with code

Automated Market Making and Loss-Versus-Rebalancing

no code implementations11 Aug 2022 Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden, Anthony Lee Zhang

Quantitatively, we illustrate how our model's expressions for LP returns match actual LP returns for the Uniswap v2 WETH-USDC trading pair.

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