Commit Graph

8 Commits

Author SHA1 Message Date
ramseshk cc2b7df740 Professional dashboard: strategy detail panel with chart, trades, and signal reasons 2026-08-04 06:30:36 +00:00
ramseshk 9768bf80cc Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests 2026-08-04 06:19:19 +00:00
ramseshk 2c0750e355 Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests 2026-08-04 06:12:35 +00:00
ramseshk e2b3f40b37 Hawkes OFI + Deep LOB: two new strategies from advanced microstructure research 2026-08-04 06:01:19 +00:00
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 1ece7ec7c6 Per-strategy equity curves + $100K paper capital
Paper trader now tracks individual equity history per strategy
(strategy_equity dict with deque per strategy). Metrics file
exports per-strategy data for dashboard rendering.

Dashboard paper chart upgraded to 7 overlaid area series:
- Each strategy gets its own colored curve (green, blue, purple, etc.)
- 300px height for better visibility of multiple lines
- Color palette distinguishes strategies at a glance

$100K total capital: $10K per strategy × 7 + $30K reserve.

Exeria Charts evaluated: excellent library (Benzinga award winner,
Canvas/WebGL, exchange connectors) but requires npm+bundler —
not suitable for single-file dashboard. Lightweight-charts
remains the right choice for our architecture.
2026-08-04 04:37:27 +00:00
ramseshk 7a5fdf2f8d Fix tab switching + $100K paper trading capital
Tab IDs now match JavaScript: tab-backtest instead of tab-bt.
Paper trading increased to $100,000 ($10K per strategy, $30K reserve).
Server default paper metrics updated to $100K.
2026-08-04 04:26:38 +00:00
ramseshk f26892f8b2 Paper trading dashboard — 7 strategies on Hyperliquid MAINNET data
New paper trading engine (live/paper_trader.py):
- Pulls real mainnet prices, orderbooks, funding rates every 2s
- Runs all 7 strategies in simulation without placing orders
- Simulates fills at market with realistic taker fees (0.05%) and slip (1bp)
- Avellaneda-Stoikov: simulates spread capture with 15%/tick fill probability
- Tracks virtual positions and PnL per strategy
- $5,000 capital ($1,000 per strategy, $1,000 reserve)
- Writes to /tmp/ftdt-paper-metrics.json

Dashboard updated with 3 tabs:
- Live Trading (Testnet) — real orders on testnet
- Paper Trading (Mainnet) — simulated fills on real mainnet data
- Backtesting — 30-day simulated results

Server.py: added /ws/paper WebSocket endpoint, paper_clients set,
paper metrics reader and broadcast loop.
2026-08-04 04:18:52 +00:00