Updates to strategy READMEs and notebooks #52
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Alexangelj
previously approved these changes
Mar 12, 2024
| The `LogNormal` DFMM provides the LP with a a log-normal shaped liquidity distribution centered around a price $K$ with a width given by $\sigma$. | ||
| This strategy can be made time-dependent by an additional $\tau$ parameter that is the time til the pool will "expire". | ||
| In this case, the LN trading function provides the LP with a payoff that is equivalent to a Black-Scholes covered call option with strike $K$, implied volatility $\sigma$, and time to expiration $\tau$. The parameters $K$ and $\sigma$ can also be made time dependent. | ||
| The `LogNormal` DFMM provides the LP with a a log-normal shaped liquidity distribution centered around a price $\mu$ with a width given by $\sigma$. |
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clemlak
approved these changes
Mar 13, 2024
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