3 Commits

Author SHA1 Message Date
ramseshk acf3a556ec Regime-switching Avellaneda-Stoikov + Advanced Strategies research doc
Implemented regime detection in paper trader:
- Rolling 30-tick volatility classifies market as LOW_VOL/NORMAL/HIGH_VOL
- A-S fill probability adapts: 25% (low vol), 15% (normal), 8% (high vol)
- HIGH_VOL with spreads >$30: skip trading (adverse selection protection)
- Regime shown on dashboard header with color-coded badge

Added docs/ADVANCED_STRATEGIES.md — comprehensive research covering:
  1. Deep Learning LOB Prediction (Transformers/TLOB)
  2. Latency Arbitrage in Fragmented Markets
  3. Hawkes Process OFI Modeling
  4. Cross-Chain MEV Arbitrage
  5. Institutional Capital Flow Arbitrage (ETF flows)
  6. Hybrid Transformer + Hawkes Fusion
  7. Implementation Roadmap (Phase 1-4)

All strategies referenced with papers from arXiv, SSRN, and empirical studies.
2026-08-04 04:54:26 +00:00
ramseshk 232103e167 Add live dashboard with WebSocket PnL streaming, deploy at ftdt.io/cv
Built a tasteful dark-themed dashboard showing real-time strategy
performance. Components:

- dashboard/server.py: FastAPI + WebSocket backend that collects
  strategy metrics and streams them to connected clients
- dashboard/static/index.html: Clean single-page dashboard with
  equity curve (Chart.js), per-strategy PnL cards with Sharpe,
  win rate, drawdown, and a live trade log
- Deployed as a background process on port 9175, proxied by Caddy
  at ftdt.io/cv via handle_path

Also added docs/WALLET_SETUP.md with step-by-step instructions
for setting up a Hyperliquid testnet wallet and claiming faucet USDC.

Design: dark theme, JetBrains Mono for numbers, Inter for labels,
status dots with pulse animation. No bloat — one HTML file + vanilla JS.
2026-08-03 11:56:29 +00:00
ramseshk b59dcc3629 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/.
2026-08-03 11:12:20 +00:00