no code implementations • 5 Apr 2023 • Sebastian Jaimungal, Yuri F. Saporito, Max O. Souza, Yuri Thamsten
This article explores the optimisation of trading strategies in Constant Function Market Makers (CFMMs) and centralised exchanges.
no code implementations • 3 Jun 2022 • Diogo Costa-Cabanas, Fabio A. C. C. Chalub, Max O. Souza
The concept of entropy in statistical physics is related to the existence of irreversible macroscopic processes.
no code implementations • 7 Jan 2021 • Max O. Souza, Yuri Thamsten
Then, we analyze the constrained problem, in which admissible strategies must guarantee complete execution to the trader.