Articles tagged: AMM price impact

Research and analysis on AMM price impact in crypto market microstructure. 2 articles.

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Fading Toxic Flow: An Automated Mean-Reversion Strategy for DEX Liquidity Shocks

— A microstructure alpha engine that detects isolated DEX liquidity shocks and systematically fades them, betting that temporary AMM price impacts revert to equilibrium. Full strategy design and impleme

Aftershock: How rsETH/wstETH Liquidity and Price Moved in the Hours After April 18

— What happened to rsETH/wstETH liquidity and price in the hours after April 18, 2026: a block-by-block onchain analysis of the ripple effects on a thin Uniswap v3 pool, including 72.7% price impact, 10