ramseshk
7dd9e78e0b
Dashboard overhaul: - Tabbed interface: Live Trading | Backtesting - Live tab shows: global stats (equity, reserve, trades, win rate, active strategies), equity curve, per-strategy cards with allocation and PnL, real-time trade log - Backtest tab: lists saved backtests with Sharpe, PnL, max DD, win rate; click to view full equity curve and detailed metrics - Reads real data from /tmp/ftdt-metrics.json written by live node Live node update: - 5 strategies each with 100 USDC allocation (398 USDC reserve) - Writes real-time metrics to shared JSON file - Runs signal generators for each strategy type - Logs tick-by-tick status Backtest runner: - Simulates 30 days of hourly data per strategy - Different return profiles for each strategy type - Saves results to backtests/results/ as JSON - Accessible via dashboard API and frontend Backtest results (30-day sim): Avellaneda-Stoikov: +3.72% Sharpe 2.53 DD 5.12% Order Book Imbalance: +3.83% Sharpe 1.60 DD 9.86% Pairs Trading: +0.54% Sharpe 0.41 DD 7.83% Funding Rate Arb: +0.17% Sharpe 0.35 DD 2.94% Iceberg Detection: -9.15% Sharpe -4.39 DD 11.94%
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