RhizoNymph / DCAOptimizationLinks
Research attempting to beat a naive dca with volatility forecasts and range position based weightings
☆12Updated 4 years ago
Alternatives and similar repositories for DCAOptimization
Users that are interested in DCAOptimization are comparing it to the libraries listed below
Sorting:
- ☆23Updated 4 years ago
- ☆66Updated 4 years ago
- Assessing the nature and impact of MEV in eth2.☆66Updated 3 years ago
- Analysis of GMX trading activity☆34Updated 3 years ago
- ☆63Updated 9 months ago
- RVOL makes on-chain volatility data accessible☆56Updated 3 years ago
- ☆24Updated 2 years ago
- This initial strategy was developed specifically for larger pools and is based on taking a moving average and deriving Bollinger Bands to…☆46Updated 4 years ago
- Visor specific Uniswap v3 managed position analytics☆29Updated 2 years ago
- Uniswap Protocol using an Option Framework☆23Updated 4 years ago
- Semi-analytical approach to simulations where dense liquidity is a small perturbation to constant-product invariant☆17Updated last year
- A liquidation bot for undercollateralized Opyn naked margin vaults☆40Updated 4 years ago
- Python simulator to test implementation of the RMMS paper results.☆56Updated 3 years ago
- This is an open-source python package developed by Bancor Research. It is meant to assist in the design, testing, and validating of the C…☆32Updated 4 months ago
- A Uniswap v3 simulator written in Python☆36Updated 4 years ago
- Public repo of MEV-Explore for the community to jam on the dashboard☆61Updated 3 years ago
- ERC20 token swaps via gradual dutch auctions☆44Updated 3 years ago
- ☆68Updated 2 years ago
- Theta vaults leveraging Primtive's RMM-01 modeling the payoff function of a covered call.☆37Updated 4 years ago
- Python simulation of DeFi Saver Automation.☆26Updated 4 years ago
- Maximize yields on assets across different AAVE markets☆12Updated 4 years ago
- Top #1 Submission code for the first https://alphamev.ai MEV competition with best AUC (0.9893) and MSE (0.0982).☆70Updated 4 years ago
- Templating for meta vaults☆23Updated 4 years ago
- Market depth calculation for Uniswap v3☆128Updated 3 years ago
- Curated list of resources for Opyn, to learn options, and the tools to do it!☆24Updated 4 years ago
- ☆31Updated last year
- 🤖 This project involves developing a Maximal Extractable Value (MEV) agent designed to optimize order execution by matching a set of ord…☆14Updated last year
- ☆19Updated 5 years ago
- Python library to emulate the calculations done in liquiditymath.sol of UNI_V3 peryphery contract☆51Updated 4 years ago
- flashbots / MEV documents, papers, articles, etc☆16Updated 5 years ago