ramseshk
f26892f8b2
New paper trading engine (live/paper_trader.py): - Pulls real mainnet prices, orderbooks, funding rates every 2s - Runs all 7 strategies in simulation without placing orders - Simulates fills at market with realistic taker fees (0.05%) and slip (1bp) - Avellaneda-Stoikov: simulates spread capture with 15%/tick fill probability - Tracks virtual positions and PnL per strategy - $5,000 capital ($1,000 per strategy, $1,000 reserve) - Writes to /tmp/ftdt-paper-metrics.json Dashboard updated with 3 tabs: - Live Trading (Testnet) — real orders on testnet - Paper Trading (Mainnet) — simulated fills on real mainnet data - Backtesting — 30-day simulated results Server.py: added /ws/paper WebSocket endpoint, paper_clients set, paper metrics reader and broadcast loop.
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