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Quantitative Finance · शब्दावली

Hedged liquidity provision क्या है?

Definition 25.3 Market Making and High-Frequency Trading · अध्याय 25 — On-Chain Trading

Hedged liquidity provision is supplying liquidity to an automated market maker while hedging the position’s exposure to the token’s price on another venue, so that the provider’s result is the pool’s fees less its loss to arbitrageurs, with the token’s price risk removed.

The hedged liquidity provider’s week on a $20 million pool against its fee tier (log scales): fees earned, loss-versus-rebalancing and the net; the noise traders’ volume is held fixed, which flatters high fees (real noise volume falls with the fee). Data: hf_onchain.by_fee.
Figure 25.3. The hedged liquidity provider’s week on a $20 million pool against its fee tier (log scales): fees earned, loss-versus-rebalancing and the net; the noise traders’ volume is held fixed, which flatters high fees (real noise volume falls with the fee). Data: hf_onchain.by_fee.
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