General Finance

New submissions

• New submissions
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New submissions for Thu, 30 May 24

[1]  arXiv:2405.18728 [pdf, other]

Title: A Tick-by-Tick Solution for Concentrated Liquidity Provisioning

Authors: Corinne Powers

Comments: 14 pages, 6 figures

Subjects: Portfolio Management (q-fin.PM); General Finance (q-fin.GN)

Automated market makers with concentrated liquidity capabilities are programmable at the tick level. The maximization of earned fees, plus depreciated reserves, is a convex optimization problem whose vector solution gives the best provision of liquidity at each tick under a given set of parameter estimates for swap volume and price volatility. Surprisingly, early results show that concentrating liquidity around the current price is usually not the best strategy.

Replacements for Thu, 30 May 24

[2]  arXiv:2305.03468 (replaced) [pdf, ps, other]

Title: Empirical Evidence for the New Definitions in Financial Markets and Equity Premium Puzzle

Authors: Atilla Aras

Comments: 21 pages, 3 tables, 1 figure; 1 new theorem and 4 new definitions are added

Subjects: General Finance (q-fin.GN); General Economics (econ.GN)

[3]  arXiv:2309.03003 (replaced) [pdf, ps, other]

Title: Proofs for the New Definitions in Financial Markets

Authors: Atilla Aras

Comments: 24 pages, 2 new theorems and 2 new propositions are added

Subjects: General Finance (q-fin.GN); General Economics (econ.GN)

• New submissions
• Replacements