liuis / strategy-one

This initial strategy was developed specifically for larger pools and is based on taking a moving average and deriving Bollinger Bands to create a projected active liquidity range.

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Gamma's Strategy One

This initial strategy was developed specifically for larger pools and is based on taking a moving average and deriving Bollinger Bands to create a projected active liquidity range.

View the simulation folder to view the historic behavior of high fee pools on Uniswap.

View the API-endpoint folder to see how we are collecting and deriving Bollinger Bands for the first strategy. This endpoint uses Uniswap v3 subgraph to analize current and historic pricing at a set interval. With the endpoint, the query returns all pools for a given asset and then pricing data with Bollinger Bands for any pair.

Here is a rendering of the Bollinger Bands for the USDT-ETH pair:

gamma-strat-one

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This initial strategy was developed specifically for larger pools and is based on taking a moving average and deriving Bollinger Bands to create a projected active liquidity range.


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