Backtesting Framework for Concentrated Liquidity Market Makers on Uniswap V3 Decentralized Exchange
A 2024 paper by Urusov, Berezovskiy and Yanovich on market making in crypto: the abstract does not mention a benchmark, an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“The article details the design, implementation, and insights derived from this novel approach to backtesting within the context of Uniswap V3.”
AssetCryptospot crypto
StrategyMarket making
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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