Extended Abstract: The Effect of Trading Fees on Arbitrage Profits in Automated Market Makers.
Jason MilionisCiamac C. MoallemiTim RoughgardenPublished in: FC Workshops (2023)
Keyphrases
- extended abstract
- financial markets
- stock price
- stock exchange
- trading strategies
- foreign exchange
- market data
- stock market
- chinese stock market
- dow jones
- trading systems
- technical indicators
- electricity markets
- futures market
- stock data
- market conditions
- trading rules
- portfolio management
- electronic markets
- semi automated
- trading agents
- agent mediated
- financial time series
- competitive market
- investment strategies
- exchange rate
- risk management
- test bed
- electronic commerce
- financial data
- fully automated
- stock returns
- network effects
- data sets
- automated analysis
- early warning
- non stationary