# FTDT Quant Lab — Quantitative Trading Strategies

A collection of quantitative trading strategies running on
**Hyperliquid Testnet** via **Nautilus Trader**. Built as part of
my professional portfolio to demonstrate algorithmic trading,
market microstructure, and risk management skills.

## What's inside

Five strategies, from simple to advanced:

| # | Strategy | Concept |
|---|----------|---------|
| 1 | Order Book Imbalance | Trades on L2 bid/ask pressure |
| 2 | Iceberg / TWAP Detection | Follows whale accumulation patterns |
| 3 | Funding Rate Arbitrage | Delta-neutral carry trade |
| 4 | Pairs Trading (BTC/ETH) | Cointegration-based stat arb |
| 5 | Avellaneda-Stoikov Market Making | Stochastic optimal control |

All strategies share a common risk manager and portfolio tracker.

## Quick start

```bash
# Install dependencies
pip install -r requirements.txt

# Set your Hyperliquid testnet key
export HYPERLIQUID_TESTNET_PK=0x...

# Run live (testnet only)
python live/node.py
```

## Project layout

```
ftdt-quant-lab/
├── config/          # Per-strategy YAML configuration
├── strategies/      # Strategy implementations
├── common/          # Risk manager, portfolio tracker, metrics
├── backtests/       # Historical backtest runners
├── live/            # Live trading node (Hyperliquid Testnet)
├── docs/            # Documentation and strategy writeups
└── notebooks/       # Analysis notebooks
```

## Strategy details

See `docs/STRATEGIES.md` for a walkthrough of each strategy.

## Risk warning

This is **testnet only**. These strategies are educational — they
are not financial advice and have no alpha guarantee. Never run
them on mainnet without thorough backtesting and your own due diligence.

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Built by [Ramses Echikh](https://git.ftdt.io/rams) · Part of my quant trading portfolio