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q-fin.TR2026
Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
Anatoly Krestenko, Mikhail Butov, Rostislav Berezovskiy +1
We study permissionless spot--perpetual basis trading in decentralized finance as a collateral control problem. The strategy holds spot inventory, hedges directional exposure with…
q-fin.TR2026
Liquidity provision in CLMMs: evidence from transactions data
Andrey Urusov, Rostislav Berezovskiy, Anatoly Krestenko +1
The emergence of Concentrated Liquidity Market Makers (CLMMs) has made liquidity provision on decentralized exchanges an active and risk-sensitive task. However, the standalone pro…