HELIOS
Trading live on dYdX v4

Owen Hobbs

Trading Operations → Algorithmic Systems

Built a complete algorithmic trading system — strategy design, backtesting, optimization, live execution, and AI-powered monitoring — with Claude as development partner.

Results

ProScore2 · Jul 2025 – Jan 2026

Return

Win Rate

of trades profitable

Sharpe Ratio

risk-adjusted return

Max Drawdown

worst peak-to-trough drop

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BTC-USD 15m | 7-month backtestFull dashboard

How It Works

01

Strategy Design

Defined trading hypothesis: mean-reversion with funding rate confirmation on BTC-USD perpetuals.

02

Build Strategy

Implemented matching backtest and live trading code — both generate identical signals from the same parameters.

03

Parameter Optimization

Systematic parameter sweeps with constraint filtering. 0 combinations tested.

04

Live Deployment

Deployed to dYdX v4 perpetual futures with automated risk controls and sub-second execution.

05

AI Monitoring

Active

6 Claude-powered agents monitor the system 24/7 — detecting bugs, validating signals, and analyzing performance.

Under the Hood

NautilusTrader

High-performance trading framework (Rust/Python). Event-driven architecture with tick-level backtesting precision.

dYdX v4

Decentralized perpetual futures on Cosmos SDK. On-chain order book with sub-second block finality.

Claude AI

Anthropic's language model powering development partnership, code generation, and the autonomous agent framework.

Python

Core trading logic with async processing, NumPy/Pandas analytics, and type-safe validation via Pydantic.

AI Agent Framework

6 specialized agents monitor the live system 24/7 — bug detection, health checks, signal validation, and more.

Learn more

What's Next

  • -Deeper backtesting rigor — expanding in-sample/out-of-sample validation to stress-test strategies across unseen market conditions.
  • -New strategy classes — Order Book Imbalance and orderflow analysis, adding microstructure-based edges alongside mean-reversion.
  • -ML integration — machine learning for regime detection and pattern recognition, letting the system adapt to changing market conditions.
  • -Autonomous strategy pipeline — I provide the strategy design, AI agents handle the build, backtesting, optimization, and reporting end-to-end.