Publication: Optimizing Arbitrage Strategies on Uniswap: The Impact of Trading Path Length on Profitability and Opportunity Frequency
Optimizing Arbitrage Strategies on Uniswap: The Impact of Trading Path Length on Profitability and Opportunity Frequency
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Yan, T., Shang, Q., Zhang, Y., & Tessone, C. J. (2024). Optimizing Arbitrage Strategies on Uniswap: The Impact of Trading Path Length on Profitability and Opportunity Frequency. JPS Conference Proceedings, 011007. https://doi.org/10.7566/jpscp.43.011007
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This study focuses on optimizing arbitrage strategies on the Uniswap decentralized exchange by evaluating the effectiveness of short trading paths versus long trading paths. Specifically, this research examines the relationship between the length of arbitrage paths and the frequency of arbitrage opportunities and profits. Our initial analysis reveals that triangular arbitrage opportunities are scarce and yield very few profits. Subsequently, a novel approach is developed to identify and exploit arbitrage paths that extend beyond tradi
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Yan, T., Shang, Q., Zhang, Y., & Tessone, C. J. (2024). Optimizing Arbitrage Strategies on Uniswap: The Impact of Trading Path Length on Profitability and Opportunity Frequency. JPS Conference Proceedings, 011007. https://doi.org/10.7566/jpscp.43.011007
