Open in app

Sign In

Write

Sign In

CrocSwap
CrocSwap

383 Followers

Home

About

Jan 6

Follow-Up Analyses of LP Profitability in Uniswap V3

This post is a new installment in an ongoing series by 0xfbifemboy on Uniswap liquidity pools, concentrated liquidity, and fee dynamics. …

12 min read

Follow-Up Analyses of LP Profitability in Uniswap V3
Follow-Up Analyses of LP Profitability in Uniswap V3

12 min read


Dec 15, 2022

Benchmarking the Performance of Automated Liquidity Vault Strategies

This is the latest installment in a series of posts by 0xfbifemboy about the design, performance, and utility of concentrated liquidity and AMMs. Introduction Originally, with fully ambient, constant-product AMMs such as Uniswap V2, liquidity providers (LPs) only had one choice to make in any given liquidity pool: what percentage of…

17 min read

Benchmarking the Performance of Automated Liquidity Vault Strategies
Benchmarking the Performance of Automated Liquidity Vault Strategies

17 min read


Nov 21, 2022

Usage of Markout to Calculate LP Profitability in Uniswap V3

This post is a new installment in an ongoing series by 0xfbifemboy on Uniswap liquidity pools, concentrated liquidity, and fee dynamics. Many thanks to @thiccythot_, 0x94305, and 0xShitTrader for very helpful comments and discussion throughout the preparation of this article. Introduction Recently, there has been a great deal of discussion around…

25 min read

Usage of Markout to Calculate LP Profitability in Uniswap V3
Usage of Markout to Calculate LP Profitability in Uniswap V3

25 min read


Oct 5, 2022

Constructing Multivariate Models to Improve a ETH/USDC Dynamic Fee Policy

This is the fourth in a series of multiple posts about dynamic fee policy for AMM liquidity pools. In the previous post in this series, we constructed a dynamic fee policy for ETH/USDC liquidity that cleanly outperforms all three of Uniswap’s static fee tiers. However, we also noted that our…

11 min read

Constructing Multivariate Models to Improve a ETH/USDC Dynamic Fee Policy
Constructing Multivariate Models to Improve a ETH/USDC Dynamic Fee Policy

11 min read


Sep 29, 2022

Designing a Dynamic Fee Policy that Outperforms All Uniswap ETH/USDC Pools

This is the third in a series of multiple posts about dynamic fee policy for AMM liquidity pools. Previously, we explored the dynamics of Uniswap ETH/USDC fee accrual across the three static fee tiers by looking at extremely low-resolution data (one snapshot every 10k blocks). We found that it was…

17 min read

Designing a Dynamic Fee Policy that Outperforms All Uniswap ETH/USDC Pools
Designing a Dynamic Fee Policy that Outperforms All Uniswap ETH/USDC Pools

17 min read


Sep 26, 2022

Exploring Low-Resolution Dynamics of Uniswap Fee Performance

This is the second in a series of multiple posts about dynamic fee policy for AMM liquidity pools. In a previous post, we laid out an empirical framework for construction of a ETH/USDC dynamic fee policy. This article builds on that empirical framework by looking at low-resolution (one snapshot every…

7 min read

Exploring Low-Resolution Dynamics of Uniswap Fee Performance
Exploring Low-Resolution Dynamics of Uniswap Fee Performance

7 min read


Sep 23, 2022

Why Use a Dynamic Fee for Liquidity Pools?

This is the first in a series of multiple posts about dynamic fee policy for AMM liquidity pools. It is well understood that Uniswap V3 liquidity providers are at best inconsistently profitable. Furthermore, analyses we performed several months ago demonstrated that even when conducting detailed, per-wallet analyses, systematic predictors of…

7 min read

Why Use a Dynamic Fee for Liquidity Pools?
Why Use a Dynamic Fee for Liquidity Pools?

7 min read


Jun 17, 2022

Stablecoins on Uniswap V3

This is the fifth in a series of posts by 0xfbifemboy on the performance of concentrated liquidity. Note on TerraUSD (UST): This post was written before the depegging of UST in the second half of May 2022. As such, some of the figures in this post will show UST as…

15 min read

Stablecoins on Uniswap V3
Stablecoins on Uniswap V3

15 min read


Apr 5, 2022

Unraveling a Puzzle: A Per-Wallet Analysis of ETH/USDC Liquidity on Uniswap V3

This is the fourth in a series of posts by 0xfbifemboy on the performance of concentrated liquidity. Introduction In a set of prior analyses, we examined the behavior and characteristics of ETH/USDC liquidity providers across three different Uniswap V3 liquidity pools, namely, the Ethereum mainnet 0.3% and 0.05% fee pools as…

32 min read

Unraveling a Puzzle: A Per-Wallet Analysis of ETH/USDC Liquidity on Uniswap V3
Unraveling a Puzzle: A Per-Wallet Analysis of ETH/USDC Liquidity on Uniswap V3

32 min read


Mar 28, 2022

Theory vs. Practice: A Deeper Look at ETH/USDC Liquidity Dynamics

This is the third in a series of posts by 0xfbifemboy on the performance of concentrated liquidity. Introduction In a previous post, we examined the dynamics of ETH/USDC liquidity provisioning on Uniswap V3. Focusing on the liquidity pool with a 0.3% swap fee, which is the highest TVL pool on Uniswap…

16 min read

Theory vs. Practice: A Deeper Look at ETH/USDC Liquidity Dynamics
Theory vs. Practice: A Deeper Look at ETH/USDC Liquidity Dynamics

16 min read

CrocSwap

CrocSwap

383 Followers

Help

Status

Writers

Blog

Careers

Privacy

Terms

About

Text to speech