Optimized multi-currency constant-mean AMM pools with correlation-based currency clustering cut modeled FX trading costs by ~13% versus USD vehicle-currency routing.
Commodity currencies.Journal of International Economics, 60(1):133–160, 2003
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Multi-Currency AMMs for Decentralized FOREX Markets: Feasibility & Optimal Design
Optimized multi-currency constant-mean AMM pools with correlation-based currency clustering cut modeled FX trading costs by ~13% versus USD vehicle-currency routing.