devcon 7 / empirical analysis of amm loss versus rebalancing on layer 2 chains
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Empirical analysis of AMM loss versus rebalancing on layer 2 chains
Duration: 00:23:35
Speaker: Elaine Hu
Type: Talk
Expertise: Intermediate
Event: Devcon
Date: Nov 2024
This talk presents an empirical analysis of Loss versus Rebalancing (LVR) on Arbitrum, Base and Ethereum. It compares the realised and theoretical LVR; along with the arbitrage profits from CEX-DEX/Perpetual; then further reveals whether the frequency of delta-hedging, the pool liquidity and the block time difference lead to better or worse LVR.
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