Evaluate adding a heuristic to identify larger orders that are likely to fill only slowly/unfavourably - and use Hyperliquid TWAP orders for these instead.
Related: recent research into signed volume imbalance has shown that it has predictive value for near-term returns; this could be used as a factor to influence and optimise execution layer behaviour.
Evaluate adding a heuristic to identify larger orders that are likely to fill only slowly/unfavourably - and use Hyperliquid TWAP orders for these instead.
Related: recent research into signed volume imbalance has shown that it has predictive value for near-term returns; this could be used as a factor to influence and optimise execution layer behaviour.