[Simple Indices Pod] Create a simulation to estimate the effects of low liquidity on future NAV

IndexCoop / index-coop-analytics

A repository for the Analytics Working Group.

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[Simple Indices Pod] Create a simulation to estimate the effects of low liquidity on future NAV #137

Closed jackiep00 closed 2 years ago

jackiep00 commented 2 years ago

Currently, Jack has created a worksheet that estimates the NAV decay based on a few basic parameters: https://docs.google.com/spreadsheets/d/1PIm64IWeTzeBqpoVZW7-JSRjONOLD2ZphITxPj6Smao/edit#gid=2058424094

However, this isn't yet translatable directly to liquidity pool size. Use the proposed parameters of $JPG, and the liquidity cost heuristics from Over Analyser, and estimate the liquidity cost for $JPG.

jackiep00 commented 2 years ago

Okay, looks like what I've made already is good enough. Closing this one.