Git-Mirrors/mev-toolkit
1
0
Fork 0
mirror of https://github.com/autistic-symposium/mev-toolkit.git synced 2025-05-02 14:56:18 -04:00
Code Issues Projects Releases Packages Wiki Activity

Update glp_vaults.md

Browse source
This commit is contained in:
dr. mia von steinkirch, phd 2023-02-10 19:19:26 -08:00 • committed by GitHub
parent d89e012267
commit 80d2167052
No known key found for this signature in database
GPG key ID: 4AEE18F83AFDEB23
1 changed files with 14 additions and 2 deletions
Download patch file Download diff file Expand all files Collapse all files

16
MEV_by_chains/MEV_on_Arbitrum/gmx/glp_vaults.md
View file

@ -1,8 +1,8 @@
## glp vaults
## delta neutral strategies and glp vaults
<br>
### tl; dr
### vaults
<br>
@ -11,6 +11,16 @@
* 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
@ -25,6 +35,8 @@
<br>
### resources
<br>