greeks.rmd

---
title: "Greeks for Uniswap V3"
abstract: ""
pdf_document: null
geometry: "margin=25mm"
output: 
  pdf_document:
      toc: false
      number_sections: true
      toc_depth: 2
      keep_md: false
      keep_tex: false
      template: NULL
html_document: default
tables: yes
latex_engine: pdflatex
header-includes:
- \usepackage{multirow}
- \usepackage{amsmath}
- \usepackage{mathtools,mathptmx}
knit: (function(inputFile, encoding) {
  rmarkdown::render(inputFile, encoding = "UTF-8", output_dir = "pdf") })
---

```{r, echo=FALSE, warning=FALSE, results='asis'}
source(paste(path, "/greeks.r", sep=""))

data <- get_chunks(0.5)
data_frame <-data.frame(data)

data_optimal_liq <- get_chunks_liq(0.5)

data_frame %>%
kbl(booktabs = T, 
    align = "c", 
    longtable = F, 
    escape = FALSE, 
    caption = "Greeks for Uniswap V3 LP positions.\\label{tab:table1}",
    col.names = c("$\\sigma$", "Pa", "Pb", "Range factor", "$\\delta$", "$\\gamma$")
    ) %>%  
    kable_styling(font_size = 9, latex_options = c("hold_position", "repeat_header")) %>%
    column_spec(1, bold=F) %>%
    collapse_rows(columns = 1, latex_hline = "major", valign = "middle")  %>%
    print()

data_optimal_liq %>%
kbl(booktabs = T, 
    align = "c", 
    longtable = F, 
    escape = FALSE, 
    caption = "Choosing optimal Uniswap V3 LP positions to achieve a target delta exposure.\\label{tab:table2}",
    col.names = c("Target $\\delta$", "$\\sigma$", "Price", "Time (Days)", "Pa", "Pb")
    ) %>%  
    kable_styling(font_size = 9, latex_options = c("hold_position", "repeat_header")) %>%
    column_spec(1, bold=F) %>%
    row_spec(c(5,10),  extra_latex_after = '\\cline{2-6}') %>%
    collapse_rows(columns = c(1, 2, 4), latex_hline = "major", valign = "middle")  %>%
    print()

```