15 citations · 22 across the 7 of their papers we have counts for
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q-fin.TR2020★ 15 cited
When does the tail wag the dog? Curvature and market making
Guillermo Angeris, Alex Evans, Tarun Chitra
Liquidity and trading activity on constant function market makers (CFMMs) such as Uniswap, Curve, and Balancer has grown significantly in the second half of 2020. Much of the growt…
q-fin.MF2020
Liquidity Provider Returns in Geometric Mean Markets
Alex Evans
Geometric mean market makers (G3Ms), such as Uniswap and Balancer, comprise a popular class of automated market makers (AMMs) defined by the following rule: the reserves of the AMM…
q-fin.GN2020
Why Stake When You Can Borrow?
Tarun Chitra, Alex Evans
As smart contract platforms autonomously manage billions of dollars of capital, quantifying the portfolio risk that investors engender in these systems is increasingly important. R…