Demonstrates an anchored walk-forward loop using scikit-learn's TimeSeriesSplit on Hyperliquid BTC perp minute bars, with out-of-sample parameter stability checks. Explains how to detect if a strategy is genuinely robust or just benefiting from lucky in-sample windows.

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Strategies

May 20, 2026·5 min read

Is It Worth Hiring an HFT Developer for Your Polymarket Bot?

Weighs the cost of a senior algo engineer against the edge uplift achievable in Polymarket's on-chain CLOB, given current market depth and typical bid-ask spreads. Outlines the specific skills — Solidity-free CLOB integration, latency profiling, probability calibration — that matter most.

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Strategies

May 14, 2026·5 min read

Hiring a Crypto Algo Developer in 2025: Cost & What to Expect

Breaks down the freelance vs full-time vs studio trade-off for founders building Solana or Hyperliquid bots, with realistic rate ranges, screening tests, and the red flags that indicate a candidate cannot deliver production-grade latency.

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Strategies

May 6, 2026·5 min read

Sharpe vs Sortino vs Calmar: Which Metric to Optimize?

Compares the three most common risk-adjusted return metrics for algo strategy selection, showing through simulation why optimising Sharpe alone leads to tail-risk blind spots and when Calmar is the right fitness function for drawdown-sensitive mandates.

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Strategies

May 6, 2026·4 min read

Generating Alpha from Funding-Rate Basis on Hyperliquid

Derives a carry signal from the spread between Hyperliquid's predicted funding rate and the realised spot-perp basis, then backtests a delta-neutral funding-harvest strategy with transaction costs. Explains how to filter the signal during high-volatility regimes to avoid adverse selection.

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Strategies

May 2, 2026·6 min read

Hyperliquid Paper Trading API: Complete Setup Guide

Walk-through of Hyperliquid's testnet API for paper trading perps, from key generation to order routing and P&L attribution. Includes a Python scaffold and the gotchas that differ from mainnet behaviour.

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Strategies

May 2, 2026·6 min read

Latency Benchmarking: Solana RPC vs Validator Co-location

Quantifies the round-trip latency difference between a standard Helius RPC endpoint, a dedicated Triton node, and a staked-connection co-located with a leader validator, with p50/p99 data across multiple epochs.

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Strategies

Apr 21, 2026·7 min read

Meteora DLMM Fee Farming: Auto-Rebalancing LP Bot Strategy

A meteora dlmm fee farming strategy that auto-recentres bins around price to keep liquidity active and maximise dynamic-fee capture, with real rebalance triggers.

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Strategies

Apr 19, 2026·7 min read

JIT Liquidity on Solana: Just-in-Time LP Sandwiching for Meteora

A jit liquidity solana strategy for Meteora DLMM: detect big swaps via Yellowstone, add single-bin LP for one slot in a Jito bundle, earn the fee, exit.

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Strategies

Apr 18, 2026·7 min read

Jupiter Trigger & Recurring Orders as a Strategy Engine

A senior engineer's guide to building a jupiter limit order dca bot strategy on-chain, using Trigger and Recurring programs instead of a custom limit engine.

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Strategies

Apr 17, 2026·6 min read

Hyperliquid Spot-Perp Funding Loop Using On-Chain HYPE Spot

A Hyperliquid spot perp funding loop that hedges the perp short with native on-chain HYPE spot — one margin account, hourly funding, and the gotchas engineers hit.

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Strategies

Apr 17, 2026·7 min read

Jito vs Yellowstone gRPC: Which Data Pipeline for Solana Bots

Jito vs Yellowstone gRPC: bundles solve inclusion, Geyser streaming solves ingestion. Where each fits in a Solana bot pipeline, and when you need both.

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Strategies

Apr 16, 2026·6 min read

Funding Arbitrage Across Hyperliquid and Drift Perps

Hyperliquid Drift funding arbitrage: hold offsetting perps across two venues, collect the funding divergence, and manage the cross-chain and liquidation risk it hides.

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Strategies

Apr 15, 2026·6 min read

How Hyperliquid's HLP Vault Actually Backs Perp Liquidity

Hyperliquid HLP vault explained: how it takes the other side of perp trades, socializes PnL pro-rata, and absorbs liquidations on-chain.

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Strategies

Apr 15, 2026·7 min read

Polymarket Merge/Split Arbitrage on Conditional Tokens

A practical guide to Polymarket merge split arbitrage: mint or redeem full YES+NO conditional token sets against a mispriced book for near-riskless profit.

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Strategies

Apr 14, 2026·6 min read

Polymarket CLOB vs UMA Oracle: How Matching and Resolution Differ

Polymarket CLOB vs UMA oracle: why off-chain matching and on-chain resolution are separate risk systems bot builders shouldn't conflate.

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Strategies

Apr 14, 2026·7 min read

OpenBook v2 Crank Market-Making Strategy on Solana

A hands-on OpenBook v2 market making strategy for Solana: run the event-queue crank, quote a tight CLOB spread, and use self-trade prevention to avoid wash fills.

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Strategies

Apr 13, 2026·6 min read

Jupiter vs Meteora: Which Solana Router Wins for Large Swaps

Jupiter vs Meteora routing compared for large Solana swaps: route-splitting, DLMM bin depth, slippage cliffs, and when to skip the aggregator.

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Strategies

Apr 13, 2026·6 min read

Pump.fun Bonding-Curve Laddered Entry & Exit Strategy

A practical pump fun bonding curve entry strategy: scale into laddered buys, stage sells before Raydium migration, and size around the constant-product math.

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Strategies

Apr 12, 2026·7 min read

Firedancer vs Solana Labs Client: What Changes for Bot Latency

Firedancer vs Solana Labs client: how Frankendancer's parallel pipeline and QUIC stack change transaction propagation and latency for trading bots.

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Strategies

Apr 12, 2026·7 min read

Hyperliquid Sub-Account Portfolio Hedging Strategy for Funds

A hyperliquid subaccount hedging strategy for funds: run isolated strategy books per sub-account, then net aggregate delta at the master level to control risk.

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Strategies

Apr 11, 2026·6 min read

Flashbots Protect vs Private Mempools: Is MEV Protection Worth It

Flashbots Protect vs private mempool alternatives compared: cost, latency, revert protection, and refunds — with a clear verdict on which to integrate.

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Strategies

Apr 11, 2026·7 min read

Solana DEX Triangular Arbitrage via Jupiter Route Splitting

A working solana triangular arbitrage strategy: three-leg cyclical arb across Raydium, Orca and Meteora using Jupiter split-route quotes in one atomic bundle.

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Strategies

Apr 10, 2026·6 min read

ML Feature Engineering: Order-Flow Imbalance on Solana

Shows how to derive predictive order-flow imbalance features from Solana's transaction stream — accounting for priority fees as a proxy for aggressor intent — and plug them into a gradient-boosted short-term price model.

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Strategies

Apr 10, 2026·6 min read

TON's Actor Model vs EVM's Account Model: Why Bugs Differ

Delivered a 1,299-word publication-ready markdown article on TON's actor model vs EVM's account model, including a comparison table, worked Solidity/FunC code example, 3 service links, 2 blog links, and a clear verdict.

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Strategies

Apr 9, 2026·6 min read

Hiring a Solana Bot Developer vs Off-the-Shelf Bots: Real Costs

Real numbers on hiring a Solana bot developer vs subscription bots: license fees, dev rates, RPC costs, and edge decay compared.

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Strategies

Apr 7, 2026·6 min read

Anchor vs Native Solana Programs: Which Framework Audits Better

Anchor vs native Solana programs: how each framework shrinks or expands the attack surface an audit has to cover, with a clear pick-by-use-case verdict.

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Strategies

Apr 6, 2026·6 min read

TON Smart Contract Audits: Jetton, NFT & FunC/Tact Pitfalls

A TON smart contract audit checklist: FunC vs Tact pitfalls, jetton/NFT standard gaps, and bounced-message handling on the async TVM.

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Strategies

Apr 3, 2026·6 min read

How to Choose a Smart Contract Auditor: A Founder's Checklist

A founder's checklist for how to choose a smart contract auditor: tooling, report quality, remediation checks, and red flags across TON, Solana, EVM.

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Strategies

Mar 31, 2026·5 min read

Do You Need a Smart Contract Audit Before Launch?

Do I need a smart contract audit before launch? A cost-vs-risk framework using TVL, code novelty, and admin key exposure.

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Strategies

Mar 22, 2026·4 min read

Paper Trading Hyperliquid Perps: A Pre-Live Checklist

How to wire a strategy against Hyperliquid's testnet WebSocket feed, track realistic funding and fee drag, and set clear go/no-go metrics before deploying real margin. Includes a Python checklist for validating order-management logic.

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Strategies

Mar 21, 2026·5 min read

ML Features That Actually Predict Solana AMM Price Moves

Benchmarks 14 feature families — CLOB imbalance, liquidity-pool reserves, validator vote counts, on-chain program call frequency — against a gradient-boosted baseline on Jupiter aggregator data. Highlights which features survive a walk-forward purge-and-embargo split.

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Strategies

Mar 19, 2026·5 min read

Tuning Spread and Inventory Skew in a Market-Making Bot

A practical walkthrough of Bayesian optimisation with Optuna to jointly tune bid-ask spread, inventory skew intensity, and order-refresh interval on a Hyperliquid maker strategy — including how to penalise drawdown in the objective function without overfitting to a single regime.

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Strategies

Mar 19, 2026·5 min read

Statistical Arb Between Polymarket and Kalshi Correlated Events

Identifies co-integrated prediction-market pairs — identical underlying events priced on both venues — and builds a mean-reversion signal using the Engle-Granger two-step procedure. Shows how to hedge execution risk given Polymarket's on-chain settlement lag.

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Strategies

Mar 14, 2026·6 min read

Is Hyperliquid Vault Copy-Trading Worth It for Small Funds?

Analyses the fee drag, capacity constraints, and alpha decay of deploying capital into top-ranked Hyperliquid vaults versus running a proprietary strategy, with a break-even model for AUM between $50k and $5 m.

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Strategies

Mar 12, 2026·5 min read

TWAP vs VWAP Execution Algos on Solana DEXs: What Works

Benchmarking a child-order scheduler for TWAP and participation-rate VWAP against arrival price on Raydium and Orca — measuring implementation shortfall at varying parent-order sizes and showing why on-chain block cadence breaks naive time-slicing assumptions.

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Strategies

Feb 19, 2026·5 min read

Inventory Management Using Avellaneda-Stoikov On-Chain

Translates the classic Avellaneda-Stoikov continuous-time market-making model into discrete on-chain quote updates, with a worked Rust implementation for Hyperliquid. Discusses how to calibrate the risk-aversion parameter using realised volatility from a rolling 5-minute OHLCV window.

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Strategies

Feb 13, 2026·6 min read

Walk-Forward Optimisation to Avoid Crypto Strategy Overfitting

Implements an anchored walk-forward test harness in Python for crypto algo strategies, demonstrating how standard in-sample parameter search inflates Sharpe by 2-3x and how anchored windows restore out-of-sample integrity.

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Strategies

Feb 10, 2026·6 min read

Best Tools for Building a Solana HFT Bot in 2025

Opinionated stack review covering Rust vs TypeScript SDKs, Jito bundles for MEV protection, Yellowstone for data, and Anchor vs manual CPI for on-chain interaction — with latency and developer-experience trade-offs for each choice.

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Strategies

Jan 31, 2026·5 min read

Setting Portfolio Risk Limits Across Multi-Venue Algo Strategies

Designs a cross-venue position and drawdown limit framework for bots running simultaneously on Solana, Hyperliquid, and Polymarket, including real-time net-delta aggregation and kill-switch logic. Covers correlation clustering to avoid hidden concentration risk when multiple strategies trade correlated underlyings.

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Strategies

Jan 26, 2026·6 min read

Statistical Arb Between Hyperliquid and Binance Perps

Details the cointegration test, rolling Z-score entry logic, and latency budget required to run a mean-reversion pairs trade between the same perpetual contract on Hyperliquid and Binance. Includes real spread data and break-even transaction cost analysis.

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Strategies

Jan 25, 2026·5 min read

Backtesting Solana DEX Trades with Yellowstone gRPC

Step-by-step guide to replaying historical Solana slot data via the Yellowstone gRPC stream to drive a high-fidelity DEX backtest without synthetic fills. Covers order-book reconstruction, fee modelling, and common look-ahead pitfalls.

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Strategies

Jan 23, 2026·5 min read

Best Backtesting Frameworks for Crypto Algo Trading in 2025

A production engineer's comparison of Nautilus Trader, Backtrader, VectorBT, and a custom Rust event loop across throughput, data-connector support, and integration difficulty for Solana and Hyperliquid. Matched to the right use case by strategy frequency, from daily rebalancers to sub-second market makers.

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Strategies

Jan 7, 2026·6 min read

TWAP vs VWAP Execution Algos on Solana AMMs Explained

Compares TWAP and VWAP slicing strategies when routing large orders through Orca and Raydium concentrated liquidity pools, where block-time variance and MEV exposure change the optimal approach versus CEX markets.

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Strategies

Dec 28, 2025·7 min read

Kelly Criterion Parameter Tuning for Polymarket Bots

Explains how to calibrate fractional Kelly sizing for binary prediction markets on Polymarket, including edge estimation from historical resolution data, bet-sizing grid search, and drawdown constraints to avoid ruin.

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Strategies

Dec 26, 2025·5 min read

Latency Arb on Solana: Jito Bundles vs Raw RPC Sends

Comparing median time-to-inclusion for Jito bundle submission versus direct validator RPC calls across three Solana clusters, with real latency data. When tipping Jito validators pays off — and when raw RPC wins on spread-capture strategies.

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Strategies

Dec 23, 2025·5 min read

Backtesting a Solana HFT Bot with Tardis Machine Data

Step-by-step guide to replaying Solana DEX order-book snapshots and trade ticks in Tardis Machine, measuring fill rates, slippage, and PnL before touching live capital — and how to avoid look-ahead bias in tick-level simulations.

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Strategies

Dec 14, 2025·6 min read

Performance Metrics Beyond Sharpe for HFT Strategies

Calmar, Sortino, profit factor, fill ratio, and adverse-selection rate give you a far more honest picture of HFT strategy health than Sharpe alone. Here is how each metric is calculated, what it actually tells you, and a Python dashboard template that derives all of them directly from exchange trade logs.

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Strategies

Oct 27, 2025·5 min read

Building an Order-Book Imbalance Signal on Solana OpenBook v2

Constructs a real-time bid-ask volume imbalance feature from OpenBook v2's on-chain account state, evaluates its predictive horizon at the 50ms and 500ms mark, and integrates it into a momentum entry filter. Includes a TypeScript listener that streams account deltas via gRPC.

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Strategies

Oct 11, 2025·5 min read

True Cost of Running a Solana HFT Bot: RPC & Infra Breakdown

A frank breakdown of monthly spend across dedicated validator RPC nodes, Yellowstone gRPC streams, Jito tip budgets, and co-location fees — with real figures from a live market-making deployment — to help founders decide whether to self-host or use a managed provider at their current PnL level.

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