Written by Juan P. Madrigal-Cianci, Jesper Kristensen, and 0xmoonscraper Advanced Blockchain Research & Instrumental Finance SB-MATH-CSQI, École Polytechnique Fédérale de Lausanne, Switzerland Instrumental Finance. March 14, 2022 Introduction We build a framework for developing cross-chain yield-optimizing strategies. The cross-chain aspect will be implicitly modeled via a cost-function introduced to handle the…