A Short Note on Setting Swap Parameters
Abstract
This short note illustrates the theoretical solution to a trader determining how to optimally swap her wealth into a target asset through on-chain operations. It offers the framework to solve optimal slippage parameters and optimal trade size.
- Publication:
-
arXiv e-prints
- Pub Date:
- May 2023
- DOI:
- 10.48550/arXiv.2305.10624
- arXiv:
- arXiv:2305.10624
- Bibcode:
- 2023arXiv230510624S
- Keywords:
-
- Quantitative Finance - Mathematical Finance
- E-Print:
- 3 pages