English
Related papers

Related papers: Generalizing Impermanent Loss on Decentralized Exc…

200 papers

Decentralized exchanges (DEXes) have introduced an innovative trading mechanism, where it is not necessary to match buy-orders and sell-orders to execute a trade. DEXes execute each trade individually, and the exchange rate is automatically…

Computational Finance · Quantitative Finance 2021-10-12 Lioba Heimbach , Ye Wang , Roger Wattenhofer

Decentralized perpetuals protocols have collectively reached billions of dollars of daily trading volume, yet are still not serious competitors on the basis of trading volume with centralized venues such as Binance. One of the main reasons…

Computer Science and Game Theory · Computer Science 2025-05-27 Tarun Chitra , Theo Diamandis , Nathan Sheng , Luke Sterle , Kamil Yusubov

We suggest a framework to determine optimal trading fees for constant function market makers (CFMMs) in order to maximize liquidity provider returns. In a setting of multiple competing liquidity pools, we show that no race to the bottom…

Computer Science and Game Theory · Computer Science 2023-10-30 Robin Fritsch , Roger Wattenhofer

The limit order book mechanism has been the core trading mechanism of the modern financial market. In the cryptocurrency market, centralized exchanges also adopt this limit order book mechanism and a centralized matching engine dynamically…

Computational Engineering, Finance, and Science · Computer Science 2022-12-21 Yeonwoo Jeong , Chanyoung Jeoung , Hosan Jeong , SangYoon Han , Juntae Kim

We investigate the most common type of blockchain-based decentralized exchange, which are known as constant function market makers (CFMMs). We examine the the market microstructure around CFMMs and present a model for valuing the liquidity…

Cryptography and Security · Computer Science 2023-06-21 Richard Dewey , Craig Newbold

In this paper we analyze constant product market makers (CPMMs). We formalize the liquidity providers' profitability conditions and introduce a concept we call the profitability frontier in the xyk-space. We study the effect of mint and…

General Finance · Quantitative Finance 2023-03-29 Tobias Bitterli , Fabian Schär

AMMs are autonomous smart contracts deployed on a blockchain that make markets between different assets that live on that chain. In this paper we are examining a specific class of AMMs called Constant Function Market Makers whose trading…

Trading and Market Microstructure · Quantitative Finance 2021-11-18 Stefan Loesch , Nate Hindman , Mark B Richardson , Nicholas Welch

Decentralized exchanges (DEXs) face persistent challenges in liquidity retention and user engagement due to inefficiencies in conventional automated market maker (AMM) designs. This work proposes a dual-mechanism framework to address these…

Trading and Market Microstructure · Quantitative Finance 2025-02-28 CY Yan , Steve Keol , Xo Co , Nate Leung

This paper develops a robust mathematical framework for Constant Function Market Makers (CFMMs) by transitioning from traditional token reserve analyses to a coordinate system defined by price and intrinsic liquidity. We establish a…

Mathematical Finance · Quantitative Finance 2026-03-03 Jimmy Risk , Shen-Ning Tung , Tai-Ho Wang

Trade execution on Decentralized Exchanges (DEXes) is automatic and does not require individual buy and sell orders to be matched. Instead, liquidity aggregated in pools from individual liquidity providers enables trading between…

Risk Management · Quantitative Finance 2022-09-23 Lioba Heimbach , Eric Schertenleib , Roger Wattenhofer

We provide a framework for analyzing impermanent loss for general Automated Market Makers (AMMs) and show that Geometric Mean Market Makers (G3Ms) are in a rigorous sense the simplest class of AMMs from an impermanent loss viewpoint. In…

Trading and Market Microstructure · Quantitative Finance 2022-03-23 Neelesh Tiruviluamala , Alexander Port , Erik Lewis

Everlasting options, a relatively new class of perpetual financial derivatives, have emerged to tackle the challenges of rolling contracts and liquidity fragmentation in decentralized finance markets. This paper offers an in-depth analysis…

Computational Finance · Quantitative Finance 2026-05-08 Hardhik Mohanty , Giovanni Zaarour , Bhaskar Krishnamachari

This paper develops a rigorous mathematical framework for analyzing Concentrated Liquidity Market Makers (CLMMs) in Decentralized Finance (DeFi) within a continuous-time setting. We model the evolution of liquidity profiles as…

Mathematical Finance · Quantitative Finance 2024-12-25 Shen-Ning Tung , Tai-Ho Wang

Automated Market Makers (AMMs) are a central component of decentralized exchanges, yet their equilibrium foundations and microeconomic mechanisms remain incompletely understood. This paper develops a dynamic equilibrium framework for…

General Economics · Economics 2026-03-10 Chengqi Zang , Zhenghui Wang , Weitong Zhang

We investigate the behavior of liquidity providers (LPs) by modeling a decentralized cryptocurrency exchange (DEX) based on Uniswap v3. LPs with heterogeneous characteristics choose optimal liquidity positions subject to uncertainty…

Trading and Market Microstructure · Quantitative Finance 2024-04-16 Erhan Bayraktar , Asaf Cohen , April Nellis

Market fragmentation across multiple Automated Market Makers (AMMs) creates inefficiencies such as costly arbitrage, unnecessarily high slippage and delayed incorporation of new information into prices. These inefficiencies raise trading…

General Economics · Economics 2025-10-01 Marcelo Bagnulo , Angel Hernando-Veciana , Efthymios Smyrniotis

Current approaches to the cryptocurrency automated market makers result in poor impermanent loss and capital efficiency. We analyze the mechanics underlying DODO Exchange's proactive market maker (PMM) to probe for solutions to these…

Trading and Market Microstructure · Quantitative Finance 2025-01-08 Wayne Chen , Songwei Chen , Preston Rozwood

We investigate how liquidity providers (LPs) choose between high- and low-fee trading venues, in the face of a fixed common gas cost. Analyzing Uniswap data, we find that high-fee pools attract 58% of liquidity supply yet execute only 21%…

Trading and Market Microstructure · Quantitative Finance 2024-05-24 Alfred Lehar , Christine Parlour , Marius Zoican

Automated market makers (AMM) have grown to obtain significant market share within the cryptocurrency ecosystem, resulting in a proliferation of new products pursuing exotic strategies for horizontal differentiation. Yet, their theoretical…

Trading and Market Microstructure · Quantitative Finance 2021-05-07 Johannes Rude Jensen , Mohsen Pourpouneh , Kurt Nielsen , Omri Ross

We develop static and dynamic approaches for hedging of the impermanent loss (IL) of liquidity provision (LP) staked at Decentralised Exchanges (DEXes) which employ Uniswap V2 and V3 protocols. We provide detailed definitions and formulas…

Mathematical Finance · Quantitative Finance 2024-07-09 Alexander Lipton , Vladimir Lucic , Artur Sepp