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econ.TH2024
Fair Combinatorial Auctions: Endogenous Best Execution in Blockchain Trade-Intent Markets
Andrea Canidio, Felix Henneke
Trade-intent auctions intermediate around USD~9~billion in monthly trading volume. In these auctions, specialized intermediaries called solvers compete for the right to execute ord…
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…