Quant research for Hyperliquid.
Hyperliquid is the deepest open perp venue — and this hub is the research stack built for it. Backtesting, validation, funding, regime, factors: each topic links to the page that goes deep, with real Keel components and HL-specific examples.
Hyperliquid research topics
Backtest funding-rate strategies
Decomposed P&L: price-only, funding, combined. Real 1-hour funding data.
Walk-forward optimization
Rolling IS/OOS windows for HL strategies. (Roadmap in Keel; visualizer available.)
Monte Carlo simulation
Bootstrap confidence intervals on Sharpe and drawdown. (Roadmap in Keel; resampler available.)
Out-of-sample testing
Hold-out splits and OOS Sharpe degradation diagnostics.
Python backtesting on HL
Drive Keel from a terminal or AI agent with the keel-trade CLI.
The HL quant workbench
199 components, IC/decay toolkit, portfolio aggregation, regime detectors.
Going systematic on HL
From discretionary to systematic — the strategy lifecycle on Hyperliquid.
Trading research on Hyperliquid
Alpha factors, IC/ICIR, decay, signal evaluation.
Alpha factor toolkit
The 199-component library framed for HL factor research.
HL strategy library
Documented strategy shapes: funding-carry, trend-following, dual-momentum.
HL OHLCV data
How to fetch Hyperliquid perp OHLCV — SDK and CLI examples.
Keep exploring
Hyperliquid Backtesting
The commercial pillar — real fees, funding, slippage on ~220 HL perp markets.
Methodology: Backtest HL Strategy
Step-by-step recipe — data, simulator, costs, validation. The how-to pillar.
Crypto Portfolio Backtesting
Portfolio-level backtesting framing — sizing, rebalancing, vol targeting.