add atomic vs stat strategies

This commit is contained in:
mvonsteinkirch 2023-02-15 10:19:48 -08:00
parent 274675ec20
commit ebe28def76
14 changed files with 15 additions and 7 deletions

View File

@ -1,4 +1,4 @@
## arbitrage ## atomic arbitrage
<br> <br>
@ -12,7 +12,8 @@
* due to the nature of the evm's atomic execution, **atomic arbitrages** are possible (as opposed to tradefi): smart contracts allow the packaging a sequential execution of txs, for a set of conditions. if the conditions are not met, the execution can fail, undoing all the on-chain interactions that just occurred. * due to the nature of the evm's atomic execution, **atomic arbitrages** are possible (as opposed to tradefi): smart contracts allow the packaging a sequential execution of txs, for a set of conditions. if the conditions are not met, the execution can fail, undoing all the on-chain interactions that just occurred.
* since **liquidity on-chain is fragmented** (thousands of pools don't communicate with each other, each providing quotes for swapping assets in real-time), it creates an opportunity to buy low and sell high across different pools. for example, two DEXes offer a token at two different prices so that a token can be bought at the lower-priced DEX and sold on the higher-priced DEX in a single atomic transaction. * since **liquidity on-chain is fragmented** (thousands of pools don't communicate with each other, each providing quotes for swapping assets in real-time), it creates an opportunity to buy low and sell high across different pools. for example, two DEXes offer a token at two different prices so that a token can be bought at the lower-priced DEX and sold on the higher-priced DEX in a single atomic transaction.
* **non-atomic (cross-chain, CEX/DEX, etc.) arb** are more profitable and less accessible due to capital requirements and risk profile.
* **non-atomic (cross-chain, CEX/DEX, etc.) arbs** are covered **[here](https://github.com/go-outside-labs/mev-toolkit/blob/main/MEV_strategies/stat_arb)**.
<br> <br>

View File

@ -1,4 +1,4 @@
## arbitrage algorithms ## arbitrage algorithms (tx-ordering based)
<br> <br>

View File

@ -1,9 +1,17 @@
## statistical strategies ## statistical strategies (signal-based)
<br> <br>
### tl; dr ### tl; dr
<br>
* **statistical arbs** (non-atomic) convey informed strategies that rely on informed information (signal). examples can be arbs that rely on cross-chain or CEX + DEX strategies.
* these strategies are more profitable and less accessible due to capital requirements and risk profile.
<br> <br>

View File

@ -36,7 +36,7 @@
<br> <br>
##### atomic (ordering) ##### atomic (tx ordering)
* [sniping](MEV_strategies/sniping) * [sniping](MEV_strategies/sniping)
* [longtails](MEV_strategies/longtails) * [longtails](MEV_strategies/longtails)
@ -49,9 +49,8 @@
* [backrunning](MEV_strategies/backrunning) * [backrunning](MEV_strategies/backrunning)
##### statistical (signal) ##### statistical (informed signal)
* [stat methods](MEV_strategies/stat_methods)
* [statistical arbs](MEV_strategies/stat_arb) * [statistical arbs](MEV_strategies/stat_arb)
* [oracles and twamm](MEV_strategies/oracles) * [oracles and twamm](MEV_strategies/oracles)