ftdt-quant-lab

Files

T

ramseshk 70d43fefe0 Complete Funding Rate Arb: real API data for live + paper

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)

2026-08-05 07:09:29 +00:00

kalman_pairs

Kalman Filter Pairs Trading System — full production-grade implementation

2026-08-05 06:47:33 +00:00

__init__.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

2026-08-03 11:12:20 +00:00

avellaneda_stoikov.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

2026-08-03 11:12:20 +00:00

cartea_jaimungal.py

Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests