Uniswap v3 Liquidity Provision Strategies

This repository contains the source code and results for backtesting various liquidity provision strategies on Uniswap v3. The project aims to analyze and compare different strategies to identify optimal approaches for maximizing returns in a decentralized exchange environment.

Structure

• src folder: The main source code for all strategies and backtesting implementations.
• results folder: Contains tables and graphs summarizing the performance of each strategy, including return metrics, Sharpe ratios, and volatility measures.

Overview

In this analysis, we tested several strategies for liquidity provision on Uniswap v3, including interval-based and volatility-adaptive methods. Each strategy was evaluated over a six-month period from April 1 to September 30, 2024, under various configurations to assess their performance relative to a benchmark.

For more details on each strategy and the analysis conducted, refer to the code in the src folder and the performance summaries in the results folder.

Getting Started

1. Clone this repository.
2. Navigate to the src folder to explore the main source code.
3. Review the results folder for tables and visualizations of the backtesting results.

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