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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