Repo for research in crypto markets
- Quantifying the Value of Orderflow in DeFi, Evolving the DODO.pdf: deriving a simple dynamic liquidity term for DODOEX
- External Oracle Price Updating.pdf: some analysis around what is the optimal oracle update frequency to minimize the impacts of arbitrage
- A Note on Error Bounds For the Dynamic Liquidity Term.pdf: follow up notes/analysis around how accurate PMM's k parameter needs to be