2 papers
cs.DC2024
MEV Capture Through Time-Advantaged Arbitrage
Robin Fritsch, Maria Inês Silva, Akaki Mamageishvili +2
As blockchains begin processing significant economic activity, the ability to include and order transactions inevitably becomes highly valuable, a concept known as Maximal Extracta…
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…