Academic Papers

This paper explores machine learning-driven competitive market making in illiquid stablecoin markets, introducing CAPO (Competitive Aggressive Pricing Optimizer) to predict safe pricing boundaries and avoid costly bidding wars through active boundary discovery.

This paper explores the potential for arbitrage in illiquid crypto markets across multiple exchanges.

Using TradeByte, I've analyzed illiquidate crypto pairs and implemented a market making strategy. Specifically, I've been using the EURQ/USD pair, which is a stablecoin pegged to the Euro.