Flashbot Bundle Competition: Alpha Decay Analysis 2024
Cross-Chain Arbitrage
Published: 15-Oct-2024 | Pages: 24 | Data Sources: 3
This comprehensive analysis examines the evolution of bundle competition strategies across major Ethereum DEXs. We document a systematic degradation in arbitrage opportunities as more sophisticated searchers enter the market, providing quantitative frameworks for sustainable alpha generation.
Public bundle competition has driven alpha decay by 58% in H1 2024.
Liquidation Cascade Dynamics: Predicting System Stress
Liquidation Cascades
Published: 8-Oct-2024 | Pages: 31 | Data Sources: 5
Advanced modeling of cascading liquidation events across Aave, Compound, and MakerDAO. Our predictive framework identifies systemic risk patterns 12-48 hours before major events, enabling preemptive positioning strategies.
Liquidation timing can be predicted with 73% accuracy using our volatility indices.
Cross-Chain MEV Arbitrage: Bridge Risk-Adjusted Returns
Cross-Chain Arbitrage
Published: 28-Sep-2024 | Pages: 19 | Data Sources: 4
Quantitative analysis of arbitrage opportunities across Ethereum, Arbitrum, and Polygon networks. We quantify bridge execution risks and present optimal capital allocation strategies for multi-chain MEV extraction.
Bridge delays reduce arbitrage profitability by 34% but increase opportunity frequency by 2.1x.
NFT MEV: Floor Price Manipulation and Sandwich Attacks
NFT MEV
Published: 20-Sep-2024 | Pages: 27 | Data Sources: 2
Systematic analysis of MEV extraction in NFT marketplaces including OpenSea, Blur, and LooksRare. We document sophisticated floor price manipulation strategies and quantify the economic impact on retail participants.
NFT MEV extraction generated $47M in profits during Q3 2024, with 78% concentrated in top 10 collections.
DeFi Interaction MEV: Uniswap V4 Hook Analysis
DeFi Interactions
Published: 12-Sep-2024 | Pages: 22 | Data Sources: 3
First comprehensive analysis of MEV opportunities introduced by Uniswap V4's custom hooks. We identify novel arbitrage vectors and quantify the impact on existing liquidity providers and traders.
Hook-based MEV represents a $12M opportunity requiring sophisticated MEV-resistant routing.
Regulatory Impact: MEV Extraction Post-MEV Protection
Regulatory Impact
Published: 5-Sep-2024 | Pages: 35 | Data Sources: 8
Comprehensive study of regulatory interventions on MEV extraction patterns across global jurisdictions. We analyze the economic impact of proposed MEV taxes and extraction restrictions on DeFi protocol health.
MEV taxes would reduce DeFi TVL by 23-45% while paradoxically increasing retail transaction costs.
Network Topology: MEV Extractor Geography and Latency
Network Topology
Published: 28-Aug-2024 | Pages: 18 | Data Sources: 6
Geographic analysis of MEV extraction patterns and latency arbitrage opportunities. We map validator-proposer relationships and quantify the competitive advantages of strategic infrastructure placement.
Geographic proximity to validators provides 12-15ms latency advantage worth $2.3M annually.
Gas Optimization: Multi-Strategy Transaction Batching
DeFi Interactions
Published: 20-Aug-2024 | Pages: 16 | Data Sources: 3
Novel approach to MEV extraction through intelligent transaction batching across multiple protocols. We present a mathematical framework for optimal gas allocation and timing strategies.
Batched strategies reduce gas costs by 31% while improving execution quality by 8.2%.
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