11-14, 12:30–13:00 (Asia/Bangkok), Stage 5
This talk presents an empirical analysis of Loss versus Rebalancing (LVR) on Arbitrum, Base and Ethereum. It compares the realised and theoretical LVR; along with the arbitrage profits from CEX-DEX/Perpetual; then further reveals whether the frequency of delta-hedging, the pool liquidity and the block time difference lead to better or worse LVR.
Elaine Hu is the Data Team Lead at Flashbots, wielding her powers of data analysis and data science to unravel the mysteries of the blockchain realm. She's on a mission to decode the secrets of block chain data and illuminate the dark forest of MEV, harnessing the power of machine learning to push the boundaries of data analytics.
Before diving into the wild world of crypto, Elaine spent a decade in the quantitative analytics field in traditional banking.