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cs.DC2024
Measuring Arbitrage Losses and Profitability of AMM Liquidity
Robin Fritsch, Andrea Canidio
This paper presents the results of a comprehensive empirical study of losses to arbitrageurs (following the formalization of loss-versus-rebalancing by [Milionis et al., 2022]) inc…
cs.DC2023
Arbitrageurs' profits, LVR, and sandwich attacks: batch trading as an AMM design response
Andrea Canidio, Robin Fritsch
We study a novel automated market maker design: the function maximizing AMM (FM-AMM). Our central assumption is that trades are batched before execution. Because of competition bet…