ramseshk
9f2d506383
Switched from taker IOC orders (0.05% fee) to POST-ONLY limit orders (0.02% maker fee) — 60% fee reduction. Orders are placed at mid ± 1-2 bps to capture the spread as a liquidity provider. Added 2 new strategies (7 total): 6. Momentum Breakout — Bollinger Band (2σ) breakouts, trend-following 7. Mean Reversion — VWAP deviation, mean-reverting at extremes All strategies have real signal computation: - OFI: 5-tick price momentum - Iceberg: volume-weighted trend detection - Funding Arb: carry trade signal from funding proxy - Pairs: BTC/ETH ratio Z-score - A-S: continuous market making - Momentum: Bollinger band breakouts - Mean Reversion: VWAP ± 1.5σ deviation Dashboard: click-to-expand strategy cards with description, mini-stats (PnL, fees, win rate, trades), and live signal log. Added fee column to trade log.
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