Gauntlet Initial Fee Recommendation Methodology

As Fernando mentioned in his recent blog post, we here at Gauntlet have partnered with Balancer Labs to optimize fees for Balancer V2 pools. Our platform allows us to continuously re-run our optimization model and change fees over time to improve LP returns. While we intend to iterate on our model as market conditions change, we thought it would be helpful to share how we came to our initial fee recommendations.

We just released a post detailing our methodology and hope this provides context on how pool fees are set. We are excited for this collaboration and happy to answer questions in the thread. We look forward to continuing to improve this model and will share more info on changes in these forums as we find new ways to improve fee logic over time.