mev-toolkit/MEV_strategies/stat_arbs

statistical strategies (signal-based)

tl; dr

• statistical mev (non-atomic) convey informed strategies that rely on off-chain information (signal)
• examples can be strategies that rely on:
  • cross-chains mev
  • defi-cefi arbitrage
  • order flow trading by aggregating from private and public mempools
  • whale watching
• these strategies are more profitable and less accessible due to capital requirements and risk profile

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in this dir

• dex-cex arbitrage
• routers and aggregators
• convex optimization

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external resources

• anatomy of stat bots
• addLiquidity() sandwich attack optimization problem
• dex arbitrage, mathematical optimizations & me, by noxx
• a new game in town, by frontier research
• statistical arbitrage on amms and block building on ethereum – part 1, by greenfield
• insights from 2 years of mev boost data, by p. stichler