DEX Arbitrage, Mathematical Optimisations & Me - noxx

How to efficiently maximise arbitrage profit over a set of exchanges via Convex Optimisation

If you’re a scholar of MEV, understanding how to maximise arbitrage profit is something you should be interested in. Lucky for you that’s what we’ll be diving into today. By far the largest form of MEV on-chain is arbitrage. The concept is simple, find price differences between exchanges on given tokens, execute a trade, pocket some profit and in the process bring the token prices on the exchanges back in line with each other. While the concept is simple, finding the highest yielding arbitrage across a large set of exchanges and tokens can be difficult. When finding an optimal arbitrage…

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