Description

LP optimisation of concentrated liquidity made easy. By using easyLP providers can sit back and watch their positions earning optimal fees based on market conditions. easyLP will rebalance your concentrated liquidity based on historical data and probabilistic models. We use a data driven method to estimate optimal allocation of liquidity across different ticks and rebalancing. The problem is formalized as a stochastic optimisation problem. We fit a Markov chain on historical data and use it to generate our stochastic trajectories. We optimize the expectation of the utility function over these trajectories to find the best parameters! Thus, we provide a rebalancing strategy.

EasyLP showcase

How it's made

We use a data driven method to estimate optimal allocation of liquidity across different ticks and rebalancing. The problem is formalized as a stochastic optimisation problem. We fit a Markov chain on historical data and use it to generate our stochastic trajectories. We optimize the expectation of the utility function over these trajectories to find the best parameters! Thus, we provide a rebalancing strategy.