Michael Egorov
@newmichwill
Curve and Yield Basis
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Joined November 2013
514 Following 43.1K Followers
Ohhh interesting
9/10 This research grew out of a short conversation with @newmichwill on whether dynamic fees are superior to arbitrage. It pushed us to measure fee revenue and arbitrage revenue against each other.
Read the full paper, with proofs included, on our blog👇🏼
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