Research and analysis on AMM price impact in crypto market microstructure. 2 articles covering this topic.
Articles tagged: AMM price impact
Research and analysis on AMM price impact in crypto market microstructure. 2 articles.
DEX Mean-Reversion: How to Detect and Fade Temporary Liquidity Shocks
May 7, 2026 — How to detect isolated DEX liquidity shocks in real time and systematically fade them, betting that temporary AMM price impacts will revert. Full strategy design and implementation.
Aftershock: How rsETH/wstETH Liquidity and Price Moved in the Hours After April 18
May 7, 2026 — What happened to rsETH/wstETH liquidity and price in the hours after April 18, 2026: a block-by-block onchain analysis of the ripple effects on a thin Uniswap v3 pool, including 72.7% price impact, 10
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