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dr. mia von steinkirch, phd 2023-02-10 19:19:26 -08:00 • committed by GitHub
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MEV_by_chains/MEV_on_Arbitrum/gmx/glp_vaults.md
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## glp vaults
## delta neutral strategies and glp vaults
<br>
### tl; dr
### vaults
<br>
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* vault should be backtested against months of real-world market data (including edge cases), usually with a baseline such as a standalone usdc vault
* hedges are algorithmically rebalanced at regular intervals. hedging on gmx incurs fees for minting and burning of $GLP, opening and closing positions, and funding for open interest.
<br>
### delta neutral strategies
<br>
* delta neutral strategies offset volatility so that GLP owners win yields while also not having to worry about price changes.
* this is usally achieved with shorting its underlying assets or hedging the positions, and the positions must be constantly changed based on the weight of the assets.
<br>
### pool exposures
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<br>
### resources
<br>