Jason Milionis

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Columbia CS PhD student at the Theory Group.
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Tweet Aug 13, 2022

What's the cost of Market Making to Liquidity Providers (LPs)? In a new paper with @ciamac @Tim_Roughgarden @AnthonyLeeZhang we propose a quantitative and rigorous answer: LVR ("loss versus rebalancing," pronounced "lever"): moallemi.com/ciamac/paper

by Jason Milionis

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