{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2024:BDWSTWL2HB2YU7YQMDT3ULCSCZ","short_pith_number":"pith:BDWSTWL2","schema_version":"1.0","canonical_sha256":"08ed29d97a38758a7f1060e7ba2c52166451a9cd3a606731a8ce1b585bec9c08","source":{"kind":"arxiv","id":"2403.18737","version":1},"attestation_state":"computed","paper":{"title":"Optimal Rebalancing in Dynamic AMMs","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.MF"],"primary_cat":"q-fin.TR","authors_text":"Christian Harrington, Matthew Willetts","submitted_at":"2024-03-27T16:25:57Z","abstract_excerpt":"Dynamic AMM pools, as found in Temporal Function Market Making, rebalance their holdings to a new desired ratio (e.g. moving from being 50-50 between two assets to being 90-10 in favour of one of them) by introducing an arbitrage opportunity that disappears when their holdings are in line with their target. Structuring this arbitrage opportunity reduces to the problem of choosing the sequence of portfolio weights the pool exposes to the market via its trading function. Linear interpolation from start weights to end weights has been used to reduce the cost paid by pools to arbitrageurs to rebal"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"2403.18737","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2024-03-27T16:25:57Z","cross_cats_sorted":["q-fin.MF"],"title_canon_sha256":"4309e252355c78f94789c165a91913b305d09368f2788691e1c97f6bad244fc8","abstract_canon_sha256":"0830afb4146b0984c8c0b7d4d70256e9dd6c032e7c1f100aa43c1511c3a7cb80"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T08:01:26.312468Z","signature_b64":"9Cu1HgZuG/NEyLowyyHLqE/jGCMn5uCU7SOawP3x7vq74IRmcDjvfXLpDfVlT/PuAVi5vvzvMuG3BAJlzDHKBg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"08ed29d97a38758a7f1060e7ba2c52166451a9cd3a606731a8ce1b585bec9c08","last_reissued_at":"2026-07-05T08:01:26.311925Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T08:01:26.311925Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Optimal Rebalancing in Dynamic AMMs","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.MF"],"primary_cat":"q-fin.TR","authors_text":"Christian Harrington, Matthew Willetts","submitted_at":"2024-03-27T16:25:57Z","abstract_excerpt":"Dynamic AMM pools, as found in Temporal Function Market Making, rebalance their holdings to a new desired ratio (e.g. moving from being 50-50 between two assets to being 90-10 in favour of one of them) by introducing an arbitrage opportunity that disappears when their holdings are in line with their target. Structuring this arbitrage opportunity reduces to the problem of choosing the sequence of portfolio weights the pool exposes to the market via its trading function. Linear interpolation from start weights to end weights has been used to reduce the cost paid by pools to arbitrageurs to rebal"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2403.18737","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2403.18737/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"2403.18737","created_at":"2026-07-05T08:01:26.311986+00:00"},{"alias_kind":"arxiv_version","alias_value":"2403.18737v1","created_at":"2026-07-05T08:01:26.311986+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2403.18737","created_at":"2026-07-05T08:01:26.311986+00:00"},{"alias_kind":"pith_short_12","alias_value":"BDWSTWL2HB2Y","created_at":"2026-07-05T08:01:26.311986+00:00"},{"alias_kind":"pith_short_16","alias_value":"BDWSTWL2HB2YU7YQ","created_at":"2026-07-05T08:01:26.311986+00:00"},{"alias_kind":"pith_short_8","alias_value":"BDWSTWL2","created_at":"2026-07-05T08:01:26.311986+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":1,"internal_anchor_count":1,"sample":[{"citing_arxiv_id":"2608.02917","citing_title":"Mandate without Managers: Automated Market Makers as Verifiable Portfolio Products","ref_index":10,"is_internal_anchor":true}]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/BDWSTWL2HB2YU7YQMDT3ULCSCZ","json":"https://pith.science/pith/BDWSTWL2HB2YU7YQMDT3ULCSCZ.json","graph_json":"https://pith.science/api/pith-number/BDWSTWL2HB2YU7YQMDT3ULCSCZ/graph.json","events_json":"https://pith.science/api/pith-number/BDWSTWL2HB2YU7YQMDT3ULCSCZ/events.json","paper":"https://pith.science/paper/BDWSTWL2"},"agent_actions":{"view_html":"https://pith.science/pith/BDWSTWL2HB2YU7YQMDT3ULCSCZ","download_json":"https://pith.science/pith/BDWSTWL2HB2YU7YQMDT3ULCSCZ.json","view_paper":"https://pith.science/paper/BDWSTWL2","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=2403.18737&json=true","fetch_graph":"https://pith.science/api/pith-number/BDWSTWL2HB2YU7YQMDT3ULCSCZ/graph.json","fetch_events":"https://pith.science/api/pith-number/BDWSTWL2HB2YU7YQMDT3ULCSCZ/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/BDWSTWL2HB2YU7YQMDT3ULCSCZ/action/timestamp_anchor","attest_storage":"https://pith.science/pith/BDWSTWL2HB2YU7YQMDT3ULCSCZ/action/storage_attestation","attest_author":"https://pith.science/pith/BDWSTWL2HB2YU7YQMDT3ULCSCZ/action/author_attestation","sign_citation":"https://pith.science/pith/BDWSTWL2HB2YU7YQMDT3ULCSCZ/action/citation_signature","submit_replication":"https://pith.science/pith/BDWSTWL2HB2YU7YQMDT3ULCSCZ/action/replication_record"}},"created_at":"2026-07-05T08:01:26.311986+00:00","updated_at":"2026-07-05T08:01:26.311986+00:00"}