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vAMM exploratory testing #695

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witgaw opened this issue Aug 23, 2024 · 1 comment
Open

vAMM exploratory testing #695

witgaw opened this issue Aug 23, 2024 · 1 comment
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@witgaw
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witgaw commented Aug 23, 2024

Based on #672 which assumes a mean reverting market:

  1. keep mean reverting assumption and vary commitments (more on one side, more on the other, concentraded, spread out),
  2. as above but with a rising market,
  3. as above but with a falling market,
  4. low vol vs high vol.
@Jiajia-Cui Jiajia-Cui self-assigned this Aug 26, 2024
@davidsiska-vega
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Another one @Jiajia-Cui - can you create scenarios where your vAMM is getting reliably wrecked and you lose all your money? That would be good to have in any kind of "Vega vAMM scenario simulations doc" as people should know what to not do.

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