Blog HyperAgent

Ricerca e trasparenza

Analisi su struttura di mercato Hyperliquid, rischio e logica di un agente non-custodial selettivo — con log pubblici quando disponibili.

Le performance passate non sono indicative di risultati futuri. I perpetual futures comportano un rischio sostanziale di perdita. /risk

6 min read2026-07-25HyperAgent Research
Il consolidation dei Perp DEX: perché la scelta della piattaforma conta di più ora che il posizionamento volge al rialzo

La chiusura di Dango, a soli quattro mesi dal lancio, è l'ultimo episodio di un'onda di shutdown tra i perp DEX, in un momento in cui la nota di Glassnode della Settimana 29 documenta il cambio di posizionamento più netto dell'anno. Mentre gli short si chiudono e i flussi ETF tornano positivi, il vantaggio competitivo si sposta verso chi considera liquidità delle piattaforme, livelli di cost basis e design della cust

6 min read2026-07-24HyperAgent Research
The AFX Trade Exploit Is a Reminder: In Perps, Custody Architecture Is a Risk Input

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.

6 min read2026-07-20HyperAgent Research
When a Hyperliquid Bot Trades Zero Times — and Why That's Edge

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.

7 min read2026-07-13HyperAgent Research
Reading a Losing Week on Hyperliquid (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.

11 min read2025-11-27HyperAgent Research
Trade Journal: A 48-Hour Window on Hyperliquid (Full Logs)

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.

10 min read2025-11-26HyperAgent Ops
Cognitive Agents vs Legacy Bots on Hyperliquid

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.

12 min read2025-11-25Quant Lab
Hyperliquid Market Microstructure Notebook 2025

Depth statistics, queue priority studies, and execution traces that explain why HyperAgent can capture asymmetric returns on Hyperliquid.

9 min read2025-11-24Risk Office
Risk-On/Risk-Off Switching With the VaR Control Room

Operational blueprint for wiring live VaR feeds, ErrorWatcher alerts, and governance runbooks so HyperAgent never exceeds mandate.

8 min read2025-11-24Security Engineering
Trustless Custody Playbook for DAO Treasuries

How DAO treasuries deploy HyperAgent on Hyperliquid without ever handing over private keys or custody permissions.

9 min read2025-11-23AI Systems
LLM Prompt Engineering for Desk-Grade Trading Agents

Detailed breakdown of the prompts, eval harness, and safety rails that keep Analyst/Boss/Executor coherent on Hyperliquid.

8 min read2025-11-22Execution Engineering
Latency Budget Report: HyperAgent vs PMM Bots

Instrumented comparison of HyperAgent’s execution latency versus passive market-maker scripts on Hyperliquid.

10 min read2025-11-21Quant Lab
Funding & Basis Analytics for Hyperliquid Desks

Mathematical walkthrough of how HyperAgent monetizes funding spreads and cross-venue basis opportunities without breaching VaR.

8 min read2025-11-20Reliability Team
Incident Transparency: How HyperAgent Self-Heals

A runbook-style account of how HyperAgent detects anomalies, mitigates autonomously, and publishes the evidence to stakeholders.

9 min read2025-11-20Go-To-Market
Roadmap to Institutional Hyperliquid Readiness

Compliance, governance, and reporting blueprint for desks adopting HyperAgent after reviewing the documented 48-hour trade journal.