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Yizhou Cao

1 paper hereh-index 2101 citations7 works total

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  • first author1

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  • cs.CE1

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collaborators

1 paper

cs.CE2025

Chasing price drains liquidity

Yizhou Cao, Yepeng Ding, Ruichao Jiang +1

Assuming that the price in a Uniswap v3 style Automated Market Maker (AMM) follows a Geometric Brownian Motion (GBM), we prove that the strategy that adjusts the position of liquid…

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