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SSRNTrading, Microstructure & Execution

Automated Market Makers Liquidity Pool Design

The study suggests a model for optimal liquidity in automated market makers, showing that exchange rate volatility increases the optimal transaction fee.

Featured in No. 46 on 24 Apr 2024 · 4 days after release

Released
20 Apr 2024
First featured
No. 46 · 24 Apr 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
5
Identifier
SSRN 4801468

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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