Constant Function Market Makers: Multi-asset Trades via Convex Optimization

Author:

Angeris Guillermo,Agrawal Akshay,Evans Alex,Chitra Tarun,Boyd Stephen

Publisher

Springer International Publishing

Reference60 articles.

1. Aave. https://aave.com, 2021

2. Akshay Agrawal, Stephen Boyd, Deepak Narayanan, Fiodar Kazhamiaka, and Matei Zaharia. Allocation of fungible resources via a fast, scalable price discovery method. arXiv preprintarXiv:2104.00282, 2021

3. Guillermo Angeris and Tarun Chitra. Improved price oracles: Constant function market makers. In Proceedings of the 2nd ACM Conference on Advances in Financial Technologies, pages 80–91, New York NY USA, October 2020. ACM

4. Guillermo Angeris, Alex Evans, and Tarun Chitra. When does the tail wag the dog? Curvature and market making. arXiv preprint arXiv:2012.08040, 2020

5. Guillermo Angeris, Alex Evans, and Tarun Chitra. A note on privacy in constant function market makers. arXiv preprint arXiv:2103.01193, 2021

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