Hypotheses
HYPE spot-perpetual price-disagreement reversal
Adapt QuantConnect's Pairs Trading with Stocks divergence-and-convergence rule to two prices for the same asset. On synchronized 4-hour bars, use HYPEUSDC.HYPERLIQUID_SPOT as a reference and trade only…
Hypothesis
Adapt QuantConnect's Pairs Trading with Stocks divergence-and-convergence rule to two prices for the same asset. On synchronized 4-hour bars, use HYPEUSDC.HYPERLIQUID_SPOT as a reference and trade only HYPEUSD.HYPERLIQUID perpetual. Define d = ln(perpetual close / spot close), with a trailing 180-bar mean and standard deviation calculated from observations before the decision bar. The pair is fixed before testing, with no retrospective pair selection. This single traded leg has directional risk; it is not market-neutral arbitrage. Use 1x leverage, cap notional at 25% of current equity, and risk at most 0.5% of equity on a 2% adverse price move.
Analysis
Pairs Trading with Stocks
Backtest and paper results are hypothetical. Trading involves risk of loss.