Quant Letter: August 2025, Week-1
102nd Edition
ArXiv
Finance
Performative Market Making: The research shows how financial models can shape market processes and influence price changes, enabling market makers to use dominant strategies. (2025-08-06, shares: 5)
LossVersus-Rebalancing: The study introduces a mathematical model that views a CFAMM position as a portfolio of perpetual American CI options, ai…
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