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CrocSwap

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Mar 10

Discrimination of Toxic Flow in Uniswap V3: Part 4

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

16 min read

Discrimination of Toxic Flow in Uniswap V3: Part 4
Discrimination of Toxic Flow in Uniswap V3: Part 4

16 min read


Feb 27

Discrimination of Toxic Flow in Uniswap V3: Part 3

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

14 min read

Discrimination of Toxic Flow in Uniswap V3: Part 3
Discrimination of Toxic Flow in Uniswap V3: Part 3

14 min read


Feb 6

Discrimination of Toxic Flow in Uniswap V3: Part 2

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

15 min read

Discrimination of Toxic Flow in Uniswap V3: Part 2
Discrimination of Toxic Flow in Uniswap V3: Part 2

15 min read


Feb 2

Discrimination of Toxic Flow in Uniswap V3: Part 1

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

14 min read

Discrimination of Toxic Flow in Uniswap V3: Part 1
Discrimination of Toxic Flow in Uniswap V3: Part 1

14 min read


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

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