Articles tagged: DEX mean reversion
Research and analysis on DEX mean reversion in crypto market microstructure. 1 article.
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