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The programmable and composable nature of smart contract protocols has enabled the emergence of novel market structures and asset classes that are architecturally frictional to implement in traditional financial paradigms. This fluidity has…

Trading and Market Microstructure · Quantitative Finance 2025-10-08 Althea Sterrett , Austin Adams

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

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

Constant Function Market Makers (CFMMs) are a family of automated market makers that enable censorship-resistant decentralized exchange on public blockchains. Arbitrage trades have been shown to align the prices reported by CFMMs with those…

Mathematical Finance · Quantitative Finance 2021-04-02 Alex Evans , Guillermo Angeris , Tarun Chitra

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

To trade tokens in cryptoeconomic systems, automated market makers (AMMs) typically rely on liquidity providers (LPs) that deposit tokens in exchange for rewards. To profit from such rewards, LPs must use effective liquidity provisioning…

Trading and Market Microstructure · Quantitative Finance 2025-01-15 Thanos Drossos , Daniel Kirste , Niclas Kannengießer , Ali Sunyaev

Automated market makers, first popularized by Hanson's logarithmic market scoring rule (or LMSR) for prediction markets, have become important building blocks, called 'primitives,' for decentralized finance. A particularly useful primitive…

Trading and Market Microstructure · Quantitative Finance 2021-01-13 Guillermo Angeris , Tarun Chitra

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

We present a method for constructing Constant Function Market Makers (CFMMs) whose portfolio value functions match a desired payoff. More specifically, we show that the space of concave, nonnegative, nondecreasing, 1-homogeneous payoff…

Mathematical Finance · Quantitative Finance 2021-03-30 Guillermo Angeris , Alex Evans , Tarun Chitra

Concentrated-liquidity automated market makers (CLAMMs), as exemplified by Uniswap v3, are now a common primitive in decentralized finance frameworks. Their design combines continuous trading on constant-function curves with discrete tick…

Logic in Computer Science · Computer Science 2025-12-09 Julius Tranquilli , Naman Gupta

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

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

We derive the stochastic price process for tokens whose sole price discovery mechanism is a constant-product automated market maker (AMM). When the net flow into the pool follows a diffusion, the token price follows a constant elasticity of…

Pricing of Securities · Quantitative Finance 2026-04-01 Philip Z. Maymin

Constant function market makers (CFMMs) such as Uniswap have facilitated trillions of dollars of digital asset trades and have billions of dollars of liquidity. One natural question is how to optimally route trades across a network of CFMMs…

Optimization and Control · Mathematics 2023-02-13 Theo Diamandis , Max Resnick , Tarun Chitra , Guillermo Angeris

The emergence of Concentrated Liquidity Market Makers (CLMMs) has made liquidity provision on decentralized exchanges an active and risk-sensitive task. However, the standalone profitability of liquidity provision remains unclear for…

Trading and Market Microstructure · Quantitative Finance 2026-04-27 Andrey Urusov , Rostislav Berezovskiy , Anatoly Krestenko , Andrei Kornilov

This article explores the optimisation of trading strategies in Constant Function Market Makers (CFMMs) and centralised exchanges. We develop a model that accounts for the interaction between these two markets, estimating the conditional…

Trading and Market Microstructure · Quantitative Finance 2026-05-06 Sebastian Jaimungal , Yuri F. Saporito , Max O. Souza , Yuri Thamsten

The rise of Ethereum and other blockchains that support smart contracts has led to the creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable, and SushiSwap, which enable agents to trade cryptocurrencies…

Optimization and Control · Mathematics 2021-07-28 Guillermo Angeris , Akshay Agrawal , Alex Evans , Tarun Chitra , Stephen Boyd

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

We study axiomatic foundations for different classes of constant-function automated market makers (CFMMs). We focus particularly on separability and on different invariance properties under scaling. Our main results are an axiomatic…

Computer Science and Game Theory · Computer Science 2023-02-15 Jan Christoph Schlegel , Mateusz Kwaśnicki , Akaki Mamageishvili

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