A Short Note on Setting Swap Parameters

Nihar Shah, Lucas Baker, Suraj Srinivasan and Alex Toberoff

Papers from arXiv.org

Abstract: 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.

Date: 2023-05
New Economics Papers: this item is included in nep-mfd
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2305.10624 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2305.10624

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().