mev-toolkit/MEV_strategies/statistical/convex_optimization/README.md
2023-02-11 20:54:20 -08:00

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## convex optimization
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### tl; dr
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### code
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* [convex optimization for 2 assets, in python](https://github.com/angeris/cfmm-routing-code)
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### resources
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* [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)