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This work analytically characterizes impermanent loss for automated market makers (AMMs) in decentralized markets such as Uniswap or Balancer (CPMM). We derive a static replication formula for the pool's value using a combination of…

Risk Management · Quantitative Finance 2025-03-31 Agustin Muñoz Gonzalez , Juan Ignacio Sequeira , Ariel Dembling

This article analytically characterizes the impermanent loss of concentrated liquidity provision for automatic market makers in decentralised markets such as Uniswap. We propose two static replication formulas for the impermanent loss by a…

General Finance · Quantitative Finance 2023-03-03 Jun Deng , Hua Zong , Yun Wang

Liquidity providers are essential for the function of decentralized exchanges to ensure liquidity takers can be guaranteed a counterparty for their trades. However, liquidity providers investing in liquidity pools face many risks, the most…

Trading and Market Microstructure · Quantitative Finance 2023-01-18 Rohan Tangri , Peter Yatsyshin , Elisabeth A. Duijnstee , Danilo Mandic

In decentralized finance, any individual can pool their assets into an automated market maker (AMM) -- herein we focus on the constant product market maker (CPMM) -- in exchange for a claim on a fraction of future pool assets and fees…

Mathematical Finance · Quantitative Finance 2026-01-27 Maxim Bichuch , Zachary Feinstein

Constant Product Market Makers use fees that are typically fixed proportions of trade size. When these fees are automatically reinvested into the pool, as in Uniswap~V2 and some designs of Uniswap V4, the final state after a trade can…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-01 Andrey Voronin , Roman Vlasov , Vladimir Gorgadze , Andrey Seoev , Yury Yanovich

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

Constant product markets with concentrated liquidity (CL) are the most popular type of automated market makers. In this paper, we characterise the continuous-time wealth dynamics of strategic LPs who dynamically adjust their range of…

Mathematical Finance · Quantitative Finance 2024-06-14 Álvaro Cartea , Fayçal Drissi , Marcello Monga

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

Liquidity Providers on Automated Market Makers generate millions of USD in transaction fees daily. However, the net value of a Liquidity Position is vulnerable to price changes in the underlying assets in the pool. The dominant measure of…

Computational Engineering, Finance, and Science · Computer Science 2022-12-29 Adam Khakhar , Xi Chen

This paper mathematically models a constant-function automated market maker (CFAMM) position as a portfolio of exotic options, known as perpetual American continuous-installment (CI) options. This model replicates an AMM position's delta at…

Two popular forms of automated market makers are constant sum and constant product (CSMM and CPMM respectively). Each has its advantages and disadvantages: CSMMs have stable exchange rates but are vulnerable to arbitrage and can sometimes…

Trading and Market Microstructure · Quantitative Finance 2022-04-07 Alexander Port , Neelesh Tiruviluamala

In this paper, we show that any monotonic payoff can be replicated using only liquidity provider shares in constant function market makers (CFMMs), without the need for additional collateral or oracles. Such payoffs include cash-or-nothing…

Trading and Market Microstructure · Quantitative Finance 2021-11-30 Guillermo Angeris , Alex Evans , Tarun Chitra

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

Geometric Mean Market Makers (G3M) such as Uniswap, Sushiswap or Balancer are key building blocks of the nascent Decentralised Finance system. We establish non-arbitrage bounds for the wealth process of such Automated Market Makers in the…

Portfolio Management · Quantitative Finance 2022-06-08 Nassib Boueri

We present a mathematical formulation of liquidity provision in decentralized exchanges. We focus on constant function market makers of utility indifference type, which include constant product market makers with concentrated liquidity as a…

Trading and Market Microstructure · Quantitative Finance 2025-02-05 Masaaki Fukasawa , Basile Maire , Marcus Wunsch

Constant function market makers(CFMMS) are a popular market design for decentralized exchanges(DEX). Liquidity providers(LPs) supply the CFMMs with assets to enable trades. In exchange for providing this liquidity, an LP receives a token…

Computer Science and Game Theory · Computer Science 2023-10-24 Waylon Jepsen , Colin Roberts

We study decentralized markets for goods whose utility perishes in time, with compute as a primary motivation. Recent advances in reproducible and verifiable execution allow jobs to pause, verify, and resume across heterogeneous hardware,…

Theoretical Economics · Economics 2025-11-21 Chengqi Zang , Gabriel P. Andrade , Oğuzhan Ersoy

Automated market makers (AMMs) are pricing mechanisms utilized by decentralized exchanges (DEX). Traditional AMM approaches are constrained by pricing solely based on their own liquidity pool, without consideration of external markets or…

Machine Learning · Computer Science 2024-08-27 Daniel Jiwoong Im , Alexander Kondratskiy , Vincent Harvey , Hsuan-Wei Fu

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

With the emergence of decentralized finance, new trading mechanisms called Automated Market Makers have appeared. The most popular Automated Market Makers are Constant Function Market Makers. They have been studied both theoretically and…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Philippe Bergault , Louis Bertucci , David Bouba , Olivier Guéant
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