A Short Note on Setting Swap Parameters
| Autor: | Shah, Nihar, Baker, Lucas, Srinivasan, Suraj, Toberoff, Alex |
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| Rok vydání: | 2023 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | This short note illustrates the theoretical solution to a trader determining how to optimally swap her wealth into a target asset through on-chain operations. It offers the framework to solve optimal slippage parameters and optimal trade size. Comment: 3 pages |
| Databáze: | arXiv |
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