ramseshk
70d43fefe0
New module: strategies/funding_arb.py
- get_funding_rates(): fetches predicted funding from Hyperliquid
Uses metaAndAssetCtxs (primary) + predictedFundings (fallback)
- funding_arb_signal(): generates entry/exit signals
Entry: |annual_rate| > threshold (3% testnet, 5% mainnet)
Exit: rate drops below 2% or flips sign
- 30s cache to avoid rate-limiting
Live node:
- Replaced proxy-based funding (20-period return) with real API
- Calls get_funding_rates(use_testnet=True) every compute_signals()
- Lowered threshold to 3% APR for testnet (lower liquidity)
Paper trader:
- Replaced manual funding calc with unified funding_arb_signal()
- Proper entry/exit logic with position tracking
- 5% APR threshold for mainnet data
Current rates: BTC +0.87% APR, ETH -0.82% APR
(Arb fires when rates exceed threshold during volatility)
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