ramseshk
8855c013a6
Architecture: - depth-map-utils.ts: L2RingBuffer, l2SnapshotsToSurface, computeImbalance └─ O(1) ring buffer, 60-snapshot capacity └─ Surface matrix: ±50 bps × 100 resolution └─ Imbalance formula: I = (V_b-V_a)/(V_b+V_a) with wall detection - depth-map-plotly.tsx: Plotly.js 3D Surface └─ 7-stop warm colorscale (dark→amber→gold) └─ contour projection, ambient+diffuse lighting └─ Live imbalance overlay: gauge bar + formula └─ uirevision for stable camera on updates - depth-map-three.tsx: Three.js high-perf alternative └─ BufferGeometry + vertex colors + OrbitControls └─ 60fps suitable, WebGL renderer with alpha └─ Warm gradient matching Plotly colorscale └─ Double-sided faces, dark grid helper - obi-detail.tsx: Combined strategy detail panel └─ Engine toggle: Plotly.js ↔ Three.js └─ Synthetic data generation for testing └─ 6-stat metrics row (PnL, BTC B&H, Sharpe, Hit Rate, Max DD, Signal) └─ Equity curve comparison + trade history table - Page integration: OBI strategy triggers dedicated 3D view
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