Optimal Trading on a Dynamic Curve Automated Market Maker.
Shuangge WangBhaskar KrishnamachariPublished in: ICBC (2022)
Keyphrases
- foreign exchange
- dynamic environments
- futures market
- financial markets
- market data
- decision making
- risk neutral
- dynamic programming
- trading strategies
- electronic markets
- electricity markets
- endpoints
- electronic commerce
- stock exchange
- pricing strategies
- fully automated
- agent mediated
- trading systems
- semi automated
- trading agents
- budget constraints
- curve matching
- closed form
- dow jones