232103e1671b04004c00e4d5fcf13abfe7b7731b
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.
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
# 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.
Built by Ramses Echikh · Part of my quant trading portfolio
Description
Quantitative trading lab — Nautilus Trader strategies on Hyperliquid Testnet. Part of my professional portfolio.
Languages
Python
50.8%
HTML
30.9%
TypeScript
17.3%
CSS
0.6%
JavaScript
0.4%