Initial project scaffold: five quant strategies for Hyperliquid Testnet
Set up the directory structure and wrote placeholder logic for: - Order Book Imbalance: trades on L2 bid/ask skew - Iceberg/TWAP detection: follows whale accumulation patterns - Funding rate arbitrage: delta-neutral carry on perp funding - Pairs trading: BTC/ETH spread mean reversion - Avellaneda-Stoikov market making: optimal bid/ask quoting Also added shared risk manager, portfolio tracker, and a plain-language strategy walkthrough in docs/.
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# Iceberg / TWAP Detection Strategy
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strategy:
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name: IcebergDetector
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instrument: BTC-USD-PERP
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lookback_seconds: 300
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volume_spike_mult: 3.0
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min_slices: 4
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trade_size: 0.001
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risk:
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max_drawdown_pct: 0.05
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max_daily_trades: 10
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