Empirical analysis of AMM loss versus rebalancing on layer 2 chains by Elaine Hu | Devcon SEA
Thu, Oct 2, 2025, 12:00 AM
This talk presents an empirical analysis of Loss versus Rebalancing (LVR) on Arbitrum, Base and Ethereum. It compares the realised and theoretical LVR; along with the arbitrage profits from CEX-DEX/Perpetual; then further reveals whether the frequency of delta-hedging, the pool liquidity and the block time difference lead to better or worse LVR. Speaker(s): Elaine Hu Skill level: Intermediate Track: Cryptoeconomics Keywords: Layer 2s, Cross-L2, MEV, AMMs, cross-domain, arbitrage Follow us: https://twitter.com/efdevcon, https://twitter.com/ethereum, https://warpcast.com/devcon Learn more about devcon: https://www.devcon.org/ Learn more about ethereum: https://ethereum.org/ Visit the https://archive.devcon.org/ to gain access to the entire library of Devcon talks with the ease of filtering, playlists, personalized suggestions, decentralized access on Swarm, IPFS and more. Devcon is the Ethereum conference for developers, researchers, thinkers, and makers. Devcon SEA was held in Bangkok, Thailand on Nov 12 - Nov 15, 2024. Devcon is organized and presented by the Ethereum Foundation. To find out more, please visit https://ethereum.foundation/
Speakers
Elaine Hu is the Data Team Lead at Flashbots, wielding her powers of data analysis and data science to unravel the mysteries of the blockchain realm. She's on a mission to decode the secrets of block chain data and illuminate the dark forest of MEV, harnessing the power of machine learning to push the boundaries of data analytics. Before diving into the wild world of crypto, Elaine spent a decade in the quantitative analytics field in traditional banking.