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Related papers: Modeling Loss-Versus-Rebalancing in Automated Mark…

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We consider the market microstructure of automated market makers (AMMs) from the perspective of liquidity providers (LPs). Our central contribution is a ``Black-Scholes formula for AMMs''. We identify the main adverse selection cost…

Mathematical Finance · Quantitative Finance 2024-05-29 Jason Milionis , Ciamac C. Moallemi , Tim Roughgarden , Anthony Lee Zhang

Automated Market Makers (AMMs) hold assets and are constantly being rebalanced by external arbitrageurs to match external market prices. Loss-versus-rebalancing (LVR) is a pivotal metric for measuring how an AMM pool performs for its…

Trading and Market Microstructure · Quantitative Finance 2024-11-01 Matthew Willetts , Christian Harrington

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

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

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

Passive liquidity providers (LPs) in automated market makers (AMMs) face losses due to adverse selection (LVR), which static trading fees often fail to offset in practice. We study the key determinants of LP profitability in a dynamic…

Trading and Market Microstructure · Quantitative Finance 2025-08-12 Steven Campbell , Philippe Bergault , Jason Milionis , Marcel Nutz

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

We introduce a new class of automated market maker (AMM), the \emph{partially active automated market maker} (PA-AMM). PA-AMM divides its reserves into two parts, the active and the passive parts, and uses only the active part for trading.…

Mathematical Finance · Quantitative Finance 2026-02-11 Sunghun Ko

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 a new type of trading venues which are revolutionising the way market participants interact. At present, the majority of AMMs are constant function market makers (CFMMs) where a deterministic trading…

Trading and Market Microstructure · Quantitative Finance 2024-07-25 Marcello Monga

Dynamic-weight AMMs (aka Temporal Function Market Makers, TFMMs) implement algorithmic asset allocation, analogous to index or smart beta funds, by continuously updating pools' weights. A strategy updates target weights over time, and…

Trading and Market Microstructure · Quantitative Finance 2026-02-26 Matthew Willetts , Christian Harrington

This paper introduces and analyzes \emph{defensive rebalancing}, a novel mechanism for protecting constant-function market makers (CFMMs) from value leakage due to arbitrage. A \emph{rebalancing} transfers assets directly from one CFMM's…

Computer Science and Game Theory · Computer Science 2026-01-29 Sam Devorsetz , Maurice Herlihy

The always-available liquidity of automated market makers (AMMs) has been one of the most important catalysts in early cryptocurrency adoption. However, it has become increasingly evident that AMMs in their current form are not viable…

Computer Science and Game Theory · Computer Science 2023-08-10 Conor McMenamin , Vanesa Daza , Bruno Mazorra

An automated market maker (AMM) provides a method for creating a decentralized exchange on the blockchain. For this purpose, individual investors lend liquidity to the AMM pool in exchange for a stream of fees earned from its operations as…

Mathematical Finance · Quantitative Finance 2025-09-30 Maxim Bichuch , Zachary Feinstein

The current design space of derivatives in Decentralized Finance (DeFi) relies heavily on oracle systems. Replicating market makers (RMMs) provide a mechanism for converting specific payoff functions to an associated Constant Function…

Computational Finance · Quantitative Finance 2022-06-06 Estelle Sterrett , Waylon Jepsen , Evan Kim

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

This paper examines the relationship between impermanent loss (IL) and loss-versus-rebalancing (LVR) in automated market makers (AMMs). Our main focus is on statistical properties, the impact of fees, the role of block times, and, related…

Statistical Finance · Quantitative Finance 2025-05-16 Abe Alexander , Guillaume Lambert , Lars Fritz

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

This article analytically characterizes the impermanent loss for automatic market makers in decentralized exchanges such as Uniswap or Balancer (CPMM). We present a theoretical static replication formula for the pool value using a…

Mathematical Finance · Quantitative Finance 2024-12-16 Agustín Muñoz González , Juan I. Sequeira y Ariel Dembling

Although modern blockchains almost universally produce blocks at fixed intervals, existing models still lack an analytical formula for the loss-versus-rebalancing (LVR) incurred by Automated Market Makers (AMMs) liquidity providers in this…

Mathematical Finance · Quantitative Finance 2025-05-16 Alex Nezlobin , Martin Tassy
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