Hypergraph.Trade
Mathematical approach to cryptocurrency arbitrage on Hyperliquid DEX using graph theory and statistical analysis.
Features
Core capabilities of the hypergraph trading system.
Hypergraph Theory
Models market relationships as mathematical hypergraphs where nodes represent price levels and hyperedges capture correlations.
Statistical Arbitrage
Identifies cointegrated asset pairs using Engle-Granger tests and executes atomic trades on divergences.
Risk Management
Fractional Kelly Criterion with volatility fallback, multi-strategy stop losses, and portfolio-level tracking.
Performance
Tracks top 50 assets with efficient hypergraph updates, state persistence, and sub-second opportunity detection.
Automation
Market regime detection, atomic trade execution, circuit breaker protection, and comprehensive monitoring.
Safety
State persistence, emergency close system, liquidity filtering, comprehensive validators, testnet-first development.
Process
Trading cycle executes every 10 seconds.
Data Collection
Fetches orderbook and price data from Hyperliquid DEX for top 50 trading pairs.
Graph Construction
Builds hypergraph where nodes are price levels and hyperedges represent correlations.
Opportunity Detection
Identifies cointegrated pairs and correlation-based trading opportunities.
Risk Assessment
Calculates position sizes using fractional Kelly Criterion and portfolio correlation.
Trade Execution
Atomically executes trades with multi-strategy stop-loss and trailing profit.
Position Monitoring
Monitors positions with market regime detection and circuit breaker protection.
Performance & Risk
Risk parameters and operational metrics.
Pairs Arbitrage
- • Statistical arbitrage on correlated pairs
- • Market neutral long/short positions
- • 2% divergence threshold for entry
- • Atomic execution with automatic hedging
Correlation Trading
- • Tracks assets with >0.7 correlation
- • Z-score based entry signals
- • Cointegration testing for pair validation
- • Dynamic threshold adjustment