Principles
- Cap downside first; size upside gradually.
- Use canary sizes on new routes.
- Track realized vs target slippage and cost.
Simple calculator mindset
Expected value makes sense only with bounded losses. Model costs and variance explicitly and stop when assumptions break.
Related
Further reading & tools
Comments
Any tips for tuning slippage caps on volatile pairs?
Would love a video walkthrough for setup.
I set tighter caps and avoided a big loss—thanks!
Great primer on private bundles and risks.
Could you compare relay options in more detail?
Backrun example clarified a lot for me.
Inclusion rate improved after moving to private bundles.
Hope to see more examples on Polygon.
This helped me fix my inclusion issues last week.
Adding a “pitfalls” section was a nice touch.
Please cover bundle failure modes and retries.
I set tighter caps and avoided a big loss—thanks!
Would love a follow-up on simulation best practices.
Could you share recommended WSS providers?
Benchmarks vs public PGA would be amazing.