Search Results for author: Marcello Monga

Found 2 papers, 0 papers with code

Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision

no code implementations15 Sep 2023 Álvaro Cartea, Fayçal Drissi, Marcello Monga

Concentration risk refers to the decrease in fee revenue if the marginal exchange rate (akin to the midprice in a limit order book) in the pool exits the LP's range of liquidity.

Decentralised Finance and Automated Market Making: Execution and Speculation

no code implementations7 Jul 2023 Álvaro Cartea, Fayçal Drissi, Marcello Monga

Automated market makers (AMMs) are a new prototype of trading venues which are revolutionising the way market participants interact.

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