Looking forward to presenting our paper "MEV Capture Through Time-Advantaged Arbitrage" (with @robin_ethz, @misilva73, @EdFelten, @convoluted_code) at MARBLE conference next week. Full program of the conference: https://t.co/0KfUlxJUBE The paper studies the value of TimeBoost coming from CEX-DEX arbitrage and (empirically) compares it to FCFS and PGA auctions.
@0x94305 And these profits can be viewed as LP losses, assuming LPs hedge each time an arbitrage trade occurs. However, this approach introduces different hedging strategies when comparing LP profitability between the two scenarios. (2/x)
In a paper: https://t.co/cClHmC7Edp we look into effects of TimeBoost policy on arbitrageurs and MEV.
Co-authors of the paper are: @robin_ethz, Maria Ines Silva, @EdFelten and @convoluted_code.
Check out a research post about the paper here: https://t.co/4uYvzknOh0
As we have been reminded recently by the Compound DAO incident, governance attacks are a reality. What attack vectors are exploited most often, and which factors facilitate attacks? This is what we set to find out in our Systemization of Knowledge on Attacks on DAOs. (1/8)
@LiamKovatch@Polymarket And this one market/two market choice is separate from the AMM/LOB question. (You could potentially also have two AMMs for YES/USD and NO/USD.)
@LiamKovatch@Polymarket The difference: With one YES vs. NO market (be it AMM or LOB), passive LPs (that don't react) will lose everything, when the result becomes clear.
With two market vs. USD, this will only happen in one of the two markets.