Quantitative Research on Crypto Arbitrage

Tipping the Iceberg of CEX-DEX MEV.

A deep dive into the mechanics of centralized exchange and decentralized exchange arbitrage, exploring maximal extractable value (MEV) and the quantitative strategies behind cross-venue price discrepancies.

CEX-DEX MEV Dashboard showing opportunity size across OSMOUSDT, OSMOBUSD, and ATOMBUSD pairsBlock diagram showing DEX top-of-block execution price inference from previous block pool balanceRead full article on Substack →
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