ramseshk cf376f2995 Deploy Hurst/VPIN directional strategy to live + paper ...

Live node:
  - Added Hurst VPIN to STRATEGIES (BTC, 0.00024 size, 00)
  - Feed BTC price into dollar-bar Hurst/VPIN every 5 ticks
  - Signal: BUY/SELL when H>0.55 + VPIN>0.25 + direction bias

Paper trader:
  - Added Kalman Pairs, Avellaneda-Stoikov, Hurst VPIN strategies
  - All 00 allocation, matching live node asset distribution
  - Hurst/VPIN signal from BTC mid-price dollar bars

Strategy file: hurst_vpin_live.py (lightweight price-tick mode)

2026-08-06 06:51:51 +00:00

..

kalman_pairs

Kalman Filter Pairs Trading System — full production-grade implementation

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__init__.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

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avellaneda_stoikov.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

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cartea_jaimungal.py

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deep_lob.py

Hawkes OFI + Deep LOB: two new strategies from advanced microstructure research

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funding_arb.py

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

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funding_rate_arb.py

Wire up real Hyperliquid integration and funding rate API

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gueant.py

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

2026-08-04 06:19:19 +00:00

hawkes_ofi.py

Hawkes OFI + Deep LOB: two new strategies from advanced microstructure research

2026-08-04 06:01:19 +00:00

hurst_vpin_live.py

Deploy Hurst/VPIN directional strategy to live + paper

2026-08-06 06:51:51 +00:00

hurst_vpin.py

Fix historical cards + Hurst/VPIN strategy

2026-08-06 04:49:00 +00:00

iceberg_detection.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

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

orderbook_imbalance.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

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

pairs_trading.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

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

persistence.py

PostgreSQL persistence layer + seen_fills fix

2026-08-06 03:12:10 +00:00

quant_report.py

QF-Lib Quant Report: full strategy performance analytics

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queue_imbalance.py

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

2026-08-04 06:19:19 +00:00