Hypotheses
Timestamp-Aligned ETH–BTC Cointegration Spread Reversion on Hyperliquid 4H
Derived by the Research Lead from JayK23's Cointegration between crypto markets: operationalize synchronized crypto-pair analysis as a two-leg spread-reversion experiment. The source supplies a statistical question,…
Hypothesis
Derived by the Research Lead from JayK23's Cointegration between crypto markets: operationalize synchronized crypto-pair analysis as a two-leg spread-reversion experiment. The source supplies a statistical question, not trading rules. Its timestamp-alignment issue is preserved; cointegration is tested on log price levels rather than log returns because the Engle–Granger test assumes I(1) inputs. Research Lead choices are rolling estimation, stationarity screening, deviation-based entries, frozen trade-level hedge ratios, convergence exits and capital-relative sizing. Use supported Hyperliquid perpetuals and 4-HOUR bars instead of the source's illustrative FTX 5-minute data, allowing longer validation and larger potential captures. Orders execute at synchronized signal-bar closes; no next-session fill, hedge mode or selectable same-bar policy is required. All projected returns are unverified research predictions.
Analysis
Cointegration between crypto markets
Backtest and paper results are hypothetical. Trading involves risk of loss.