This article in the series discusses how Uniswap position are similar/dissimilar to trading options. What is an option?

This article in the series introduces the concept of power perpetuals, and shows how they can help to hedge your liquidity pool positions. Motivation The dynamic hedging article showed how to continuously rebalance the hedge to match the asset composition in the pool. By matching the hedge with the pool’s current…

This installment in the series discusses the concept of loss-versus-rebalancing (LVR), assumptions behind it and ways how to mitigate it. LVR is an alternative way how to think about LP profit and loss, different from the divergence loss metric, but complementary to it. Introducing LVR The concept of LVR (pronounced “lever”) comes…

This installment in the series focuses on dynamic re-hedging as a way how to beat divergence loss (impermanent loss). Recap of the previous article The typical goal of LPs is to beat the “HODL” benchmark, which is simply holding the initial assets instead of putting them in a liquidity pool. The previous article in this…

This is a series of articles written in 2023 with the support of the Uniswap Foundation. An Introduction to Uniswap LP Strategies and Hedging Dynamic Hedging Loss Versus Rebalancing (LVR) Power Perpetuals Uniswap v3 and Options Liquidity Relocation (Rebalancing) Code repository: https://github.com/atiselsts/uniswap-lp-articles-code. Contains Python scripts used to produce the simulations and plots.

This is the first article in a series on Uniswap v3 liquidity provision (LP) strategies. The goal of the series is to help readers better understand LP on Uniswap v3, and discuss some ways to protect their investments. A Motivating Example On March 11, 2023, Uniswap had its maximum transaction volume so far…

Introduction Are Uniswap v3 liquidity providers (LP) profitable? Recent research shows that at least in the most popular Uniswap v3 pool (USDC/WETH 0.05%), LPs have been suffering large losses. Is Uniswap¹ liquidity provisioning an irrational behavior that is expected to disappear with time? Not necessarily. To show why, I will make…

The Uniswap v3 whitepaper includes a formula (Eq. 2.2) for computing the concentrated liquidity value from the real reserves of the tokens in a position: I was asked on how to derive this formula, as I wrote a Uniswap v3 math explainer, but did not discuss this topic. Once…

A guide for running Deep Learning models on Nordic Semiconductors nRF52 and nRF53 series devices Background TensorFlow Lite for Microcontrollers (TFLM) TFLM is a framework that allows to execute a subset of TensorFlow Machine Learning / Deep Learning models on microcontrollers. A microcontroller is a device with very limited computational capacities…