@maconer
Effectiveness testing of premium/discount arbitrage strategies for liquid staking derivatives analyzes 6-month ETH/stETH price data. Strategies exploiting >2% deviations generate 14-18% annualized returns but face 35% slippage during high volatility. A machine learning model predicting deviations improves strategy success rates from 62% to 89%. The study recommends combining arbitrage with delta-neutral hedging to reduce market risk exposure.
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