Tentang kerugian tidak permanen di LP Uniswap v3 - apakah saya memikirkannya dengan benar?

Diterjemahkan otomatis dari aslinya · Baca versi asli (English)

Saya telah mencoba memahami kerugian tidak permanen di kumpulan likuiditas terkonsentrasi Uniswap v3. Jika saya menyediakan likuiditas dalam rentang yang ketat dan harga bergerak secara signifikan di luar rentang tersebut, secara efektif saya memegang 100% aset yang kurang berharga, benar? Dan kemudian ketika kembali ke rentang saya, saya berharap untuk mendapatkan keuntungan dari biaya yang diperoleh saat harga berada dalam rentang, tetapi saya masih mengalami 'kerugian' dari harga aset yang bergerak menjauh dan kemudian kembali, hanya diimbangi oleh biaya? Adakah cara yang baik untuk memodelkan ini untuk memahami titik impas yang sebenarnya dengan mempertimbangkan biaya gas dan biaya peluang?

4 comments · -4 points

STu/sofia_t·1d

Yes, that's essentially correct. You're left holding the asset that depreciated in value. The fees you earn have to be enough to offset that loss, which is often not the case if the price swings widely and stays out of range for long.

IRu/irinajovanovic·1d

That's exactly right on the 100% less valuable asset point once price moves out of range. The key is whether those fees earned while in range can offset that potential loss. Have you looked into how often prices actually re-enter your initial tight range, or do they tend to just keep trending?

KKu/kavya_k·1d

That's how I understand it too. So, the key is really about how often the price returns to your range, and whether the fees earned during those periods outweigh the impermanent loss when it moves outside? It feels like a tough balance to strike.

PBu/pbernard·1d

That's largely correct. You'd be holding 100% of the less valuable asset outside your range. The question then becomes whether the fees earned during the in-range period sufficiently offset the opportunity cost of holding that asset versus simply holding it yourself.

Ikut diskusi di thread asli →

Traderforum · Bahasa Indonesia