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Results 1 - 20 of 1,728  for All Library Resources

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1
Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains
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Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2406.00113

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2
A Novel Approach to Queue-Reactive Models: The Importance of Order Sizes
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A Novel Approach to Queue-Reactive Models: The Importance of Order Sizes

http://creativecommons.org/publicdomain/zero/1.0 ;DOI: 10.48550/arxiv.2405.18594

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3
Multiblock MEV opportunities & protections in dynamic AMMs
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Multiblock MEV opportunities & protections in dynamic AMMs

arXiv.org, 2024-04

2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2404.15489

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4
Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders
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Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders

arXiv.org, 2024-03

2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2403.08202

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5
Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
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Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin

http://creativecommons.org/licenses/by-nc-nd/4.0 ;DOI: 10.48550/arxiv.2401.04702

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6
Optimal Order Execution subject to Reservation Strategies under Execution Risk
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Article
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Optimal Order Execution subject to Reservation Strategies under Execution Risk

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2401.03305

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7
Is Kyle's equilibrium model stable?
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Is Kyle's equilibrium model stable?

arXiv.org, 2023-07

2023. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2307.09392

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8
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
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Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos

arXiv.org, 2024-05

2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.11444

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9
Quantifying Price Improvement in Order Flow Auctions
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Quantifying Price Improvement in Order Flow Auctions

arXiv.org, 2024-05

2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.00537

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10
ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market
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ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market

arXiv.org, 2024-01

2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2401.14761

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11
Mixing Constant Sum and Constant Product Market Makers
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Mixing Constant Sum and Constant Product Market Makers

arXiv.org, 2022-04

2022. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2203.12123

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12
A new adaptive pricing framework for perpetual protocols using liquidity curves and on-chain oracles
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A new adaptive pricing framework for perpetual protocols using liquidity curves and on-chain oracles

arXiv.org, 2023-08

2023. This work is published under http://creativecommons.org/licenses/by-nc-sa/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-sa/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2308.16256

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13
Investigating Short-Term Dynamics in Green Bond Markets
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Investigating Short-Term Dynamics in Green Bond Markets

arXiv.org, 2023-08

2023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2308.12179

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14
Optimal execution and speculation with trade signals
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Article
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Optimal execution and speculation with trade signals

arXiv.org, 2023-07

2023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2306.00621

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15
Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior
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Article
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Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior

arXiv.org, 2023-07

2023. This work is published under http://creativecommons.org/licenses/by-nc-nd/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-nd/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2307.11012

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16
Market Making of Options via Reinforcement Learning
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Market Making of Options via Reinforcement Learning

arXiv.org, 2023-07

2023. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2307.01814

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17
Investing in crypto: speculative bubbles and cyclic stochastic price pumps
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Investing in crypto: speculative bubbles and cyclic stochastic price pumps

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2111.11315

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18
The self-exciting nature of the bid-ask spread dynamics
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Article
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The self-exciting nature of the bid-ask spread dynamics

arXiv.org, 2023-06

2023. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2303.02038

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19
The Role of Twitter in Cryptocurrency Pump-and-Dumps
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The Role of Twitter in Cryptocurrency Pump-and-Dumps

arXiv.org, 2023-06

2023. This work is published under http://creativecommons.org/licenses/by-nc-nd/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-nd/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2306.02148

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20
The Cost of Misspecifying Price Impact
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The Cost of Misspecifying Price Impact

arXiv.org, 2023-06

2023. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2306.00599

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