Pool — Pool Yield Arbitrage powered by Cross-Layer TriCrypto LP Token Swaps

  • How many funds to allocate overall to this strategy.
  • What is the max allocation in one pool at any time; e.g., 80% (this of course implies the minimum as well to be 20%).
  • What is the distribution of allocation versus the number and types (mean or skewness) of windows favoring a given pool. We will provide an example of this below.
  • A limit on the total turnover ratio computed as number of turnover events over the total number of dates in a rolling window.

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0xbrainjar

0xbrainjar

Composable Finance Founder & CEO. I write about R&D at Composable Finance. Physicist by training