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add atomic vs stat strategies

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mvonsteinkirch 2023-02-15 10:19:48 -08:00
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MEV_strategies/stat_arbs/convex_optimization/README.md Normal file
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## convex optimization
<br>
### tl; dr
<br>
<br>
### code
<br>
* [convex optimization for 2 assets, in python](https://github.com/angeris/cfmm-routing-code)
<br>
---
### resources
<br>
* [dex arb, mathematical optimizations & me, by noxx](https://noxx.substack.com/p/dex-arbitrage-mathematical-optimisations)
* [optmal routing for constant function amm, by angeris et al](https://angeris.github.io/papers/cfmm-routing.pdf)
* [convex optimization, by boyd et al](https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf)