Draft:QuadMaker
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Last edited by Citation bot (talk | contribs) 4 months ago. (Update) |
QuadMaker describes an invariant whose portfolio value replicates the payoff of a quadratic perpetual. The original invariant for capped power payoffs was conceived in the paper replicating monotonic payoffs [1] by Guillermo Angeris who published his work in 2021. A modified invariant for bounded quadratic and quartic perpetuals was later implemented by the crypto startup Numo.
References
[edit]- ^ Angeris, Guillermo; Evans, Alex; Chitra, Tarun (September 2021). "Replicating Monotonic Payoffs Without Oracles". arXiv:2111.13740 [q-fin.TR].