ramseshk
e4de21192a
Backtest detail: openDetail() now fetches full backtest JSON from the API instead of showing "Full trade data not in summary". Renders equity curve chart + full trade history table with 100 rows. Backtest reproducibility: replaced hash(key) with fixed per-strategy seeds. Python's hash() is randomized per process (PYTHONHASHSEED), causing wildly different results for same strategy across runs. Now deterministic. Server: added total_trades and sortino to /api/backtests summary response. Paper trader: fixed Avellaneda-Stoikov simulate using TAKER_FEE instead of MAKER_FEE. Lowered OBI signal threshold from 5bps to 1.5bps for flat markets. Live node: added None-guard in get_mark_prices — Hyperliquid testnet API sometimes returns null, crashing the node. Wrapped in try/except.
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