A Family of Multi-Asset Automated Market Makers

2021/11/15 by Eric Forgy, Forgy, Eric, Lau, Leo · 1 citation
Economics, Econometrics and Finance · #Economic theories and models #Complex Systems and Time Series Analysis #Financial Markets and Investment Strategies

paper · pdf · doi:10.48550/arxiv.2111.08115

Abstract

We present a family of multi-asset automated market makers whose liquidity curves are derived from the financial principles of self financing transactions and rebalancing. The constant product market maker emerges as a special case.

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