HyperAgent Blog
Research & Transparenz
Einblicke in Hyperliquid-Marktstruktur, Risiko und die Logik eines selektiven Non-Custodial-Agenten — mit öffentlichen Logs, wo vorhanden.
Vergangene Ergebnisse sind kein Indikator für künftige Resultate. Perpetual Futures bergen erhebliches Verlustrisiko. /risk
Dangos Einstellung vier Monate nach dem Launch ist die jüngste in einer Welle von Perp-DEX-Schließungen – und kommt genau zu dem Zeitpunkt, zu dem Glassnodes Week-29-Note die stärkste Positionierungsverschiebung des Jahres dokumentiert. Während Shorts eindecken und ETF-Flows ins Positive kippen, verlagert sich der Vorteil auf Trader, die VenUE-Liquidität, Cost-Basis-Niveaus und Custody-Design als vordergründige Risik
A $24M bridge exploit at Arbitrum perp DEX AFX Trade — the second major bridge incident in days — reframes venue selection as a custody question, not just a liquidity question.
Week 29 of the public trade journal closed with zero trades. That is not downtime: it is selectivity. How Frontier waits when setups fail quality gates — with full public logs.
Week 28 published 9 trades, 22.2% win rate, −$13.76 net after fees. A walkthrough of exit reasons (TRAIL_STOP, SL, MANUAL) without marketing spin.
Signed BrainCenter logs, VaR traces, and Hyperliquid market data documenting one 48-hour trading window in November 2025 — every entry, exit and fee recorded, win or lose.
How HyperAgent’s multi-role LLM stack compares with rule-only bots on Hyperliquid across Sharpe, VaR breaches, and runbook transparency in a 45-day replay.
Depth statistics, queue priority studies, and execution traces that explain why HyperAgent can capture asymmetric returns on Hyperliquid.
Operational blueprint for wiring live VaR feeds, ErrorWatcher alerts, and governance runbooks so HyperAgent never exceeds mandate.
How DAO treasuries deploy HyperAgent on Hyperliquid without ever handing over private keys or custody permissions.
Detailed breakdown of the prompts, eval harness, and safety rails that keep Analyst/Boss/Executor coherent on Hyperliquid.
Instrumented comparison of HyperAgent’s execution latency versus passive market-maker scripts on Hyperliquid.
Mathematical walkthrough of how HyperAgent monetizes funding spreads and cross-venue basis opportunities without breaching VaR.
A runbook-style account of how HyperAgent detects anomalies, mitigates autonomously, and publishes the evidence to stakeholders.
Compliance, governance, and reporting blueprint for desks adopting HyperAgent after reviewing the documented 48-hour trade journal.