Karthik

i think the issue with these IMO is no one has 24/7 pricing for these. atleast for things like NDX, ES, crude, brent, TSLA, etc, we have 24/7 perpetuals markets now on Hyperliquid that you can use as the benchmark on the weekends. but there's none for the above and *most* of ondo's stocks.

@MacroMate8 @ondofinance has a few corporate bond / CLO type ETFs. for ex: app.ondo.finance/assets/cloaon

here is a blackrock high yield ETF yielding 7% why won’t someone take this onchain? 24B in aum btw super scaleable

@MacroMate8 @OndoFinance app.ondo.finance/assets/flhyon also

Two of our most highly requested products are now trading on AX: perpetual futures on SPY and QQQ. Night and weekend exposure to the barometers of US capital markets. No fees, no auto-liquidation, and 24/7 direct support from everyone on our team.

@BrettHarrison 🔥🔥

@api_based_hype @ksett13

Derive vs rysk Physical delivery Capped prices VS Cash settled Fully customizable sizing and pricing via clob and rfq Only thing derive needs to do now is add the ability for users to choose physical delivery and I think that’s all they really need Bonus

wdym? why would PMs(binary options) replace options? both serve different purposes. options can have any form of payoff(convexity) compared to just a binary payoff. i.e they can be used for different purposes, incl. yield generation, hedging, express opinions on price movement with leverage and without liquidations(call spreads, put spreads, etc) multi-asset collateral is different and can be added to PMs and that is actually a relatively easy feature to add with PBs.

Prediction market traders are losing money! Not due to bad bet, but market structure Polymarket and Kalshi require 1:1 collateralization by design. That capital ($900M+ today) is sitting idle today and not productive in any means TradFi Options on the other hand, are built on productive collateral (yield bearing T-bills) and offer margin for better capital efficiency Binary event contracts are clearly a cheaper trading instrument than Options but need to take into account the opportunity cost of idle capital (which Options do by default in pricing) This is a hidden cost for traders which needs to be solved to replace Options with Prediction Markets over time

RWA trading on Hyperliquid continues to reach new ATHs week after week, surpassing $2.3B in open interest

these posts are getting funnier by the day lmao. "hacked Polymarket" 💀 "turned $44 into $600,000" 🔥 "with 100% win rate" 🤯 and ends with "If you’re curious about how to write your own bot, I will send you a step-by-step guide on how to create your bot from scratch." 🚀🚀 absolute slop

@MacroMate8 @MacroMate8 just DMed you.

@MacroMate8 we did, + we also allow unified margin across multi-asset collateral(LSTs, PT tokens, RWAs, etc)

curious who built this too

@koolkrypto223 @HyperliquidX @DeriveXYZ @Lighter_xyz @OstiumLabs DMing

Is anyone building or has anyone built a DEX prime broker that would allow for cross margining between: @HyperliquidX @DeriveXYZ @Lighter_xyz @OstiumLabs Etc....? Please reach out if so.

For folks hitting limits on Claude Code, here’s a hack to get more usage. From an active CC session: > ctrl-c x2 > npm i -g @openai/codex > codex

The financialization of compute is here. Architect has launched 24/7 perpetuals on Nvidia H100 GPU prices — the first regulated futures contracts on compute, built with @OrnnExchange’s live market indices. The AI economy has its first exchange-traded futures market.

FTX Without the Fraud Without a doubt, this is the single best article on what we are trying to achieve at @QFEX, and one of the best articles I've read on crypto twitter, period. I thoroughly encourage you all to check it out for its exceptional discourse on: >crypto technologies coming to tradfi >the blurring of the lines between a cex and a dex >the real TAM of perps (it's not just crypto) >institutional adoption and regulatory clarity When I read the preview, it was so good that I knew we had to make a video alongside. Thanks to @drpeepee for the hard work! Today, we have listed Korean equities and instantly reached #1 in liquidity and spreads across all perps venues. I can't think of a better way to celebrate our legendary partnership with @FourPillarsFP .

It used to take Architect customers a few days to integrate with our perpetuals exchange APIs. Now it takes 20 minutes. We published a Claude skill that one-shots an AX exchange adapter in any language.

Payment for order flow requires an order to be either matched within the NBBO or routed to the best available price on a venue. The is a far cry from being able to trade in front of an order that is going to have market impact. I am not a fan of PFOF, but it is benign compared to MEV.

"agentic payments is the future" stop. please stop

If you actually expect to make money from trading, you need to be OK with losing money. Chasing strategies like this is probably is a waste of time. Ask claude what the pnl paths of a 1-2 sharpe strategy is. Look at what the drawdowns can be even when they work. You need to be OK with that. You're much more likely to find a real 1-2 sharpe strategy that works out of sample.