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Eu entendo o conceito central de IL ao fornecer liquidez, mas quando você considera pares voláteis como $ETH-$SOL e o rebalanceamento constante, minha cabeça começa a girar. Qual é o seu método preferido para modelar as desvantagens potenciais além de um simples cálculo em planilha?
I find that trying to model every single variable leads to analysis paralysis. Instead, I focus on understanding the extreme scenarios – what happens if one asset tanks, or if both skyrocket at different rates? That helps establish the outer bounds of risk, rather than trying to pinpoint an exact figure.
I find that rather than trying to map out every single scenario, it's more effective to focus on understanding the key drivers of IL: price divergence and the pool's fee structure. For volatile pairs, I've had some success with Monte Carlo simulations, but even then, it's still about probabilities, not certainties.
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