impermanent-loss

Community

Calculate & model AMM impermanent loss

Authoragiprolabs
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill helps users understand and quantify the financial risk of impermanent loss (IL) when providing liquidity to Automated Market Maker (AMM) decentralized exchanges.

Core Features & Use Cases

  • Impermanent Loss Calculation: Computes IL for both constant-product and concentrated liquidity pools based on price changes.
  • Breakeven Analysis: Determines the required trading volume and fees to offset expected IL based on volatility.
  • Scenario Modeling: Simulates LP performance over time using Monte Carlo methods to assess profitability probabilities.
  • Use Case: A user considering depositing into a new AMM pool can use this Skill to estimate potential IL under various market conditions and determine if the expected fees are sufficient to make the position profitable.

Quick Start

Use the impermanent-loss skill to calculate the impermanent loss for a 2x price change in a constant-product AMM.

Dependency Matrix

Required Modules

numpy

Components

scriptsreferences

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: impermanent-loss
Download link: https://github.com/agiprolabs/claude-trading-skills/archive/main.zip#impermanent-loss

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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