Algorithmic trader & OSS developer. 12+ years in trading systems & exchange APIs. Building VESTROS.
Joined September 2026
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I’ve been building something new.
Give VESTROS a trading indicator or strategy and it systematically explores thousands of ways its outputs could actually be used, then tries very hard to kill them.
Most ideas die.
The interesting ones end up here:
tiagosiebler.github.io/vestr…
ETH daily, private tearsheet: RC1744062 is +47.25% out of sample since 1 Jan (+44.83% with fees and slippage doubled).
The catch: most of that came from one 33-day short in Jan/Feb. Since the 10 May peak it has sat in a 15.19% drawdown for 184 days, with Jul to Oct all slightly red.
Concentrated edge, or just a patient one?
tiagosiebler.github.io/vestr…
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Tiago retweeted
New release: @siebly/hyperliquid-api v1.0.3 for Node.js and TypeScript. Adds perpetual trailing stop orders for @HyperliquidX.
github.com/sieblyio/hyperliq…
ETH 4h C00297 × C00605, full directional union, out of sample since 7 Aug:
+11.84% TWR over 5 trades
10.13% max drawdown
October alone: +9.56%
Fees and slippage doubled: still +10.88%
Only 5 trades, so a small sample. The Pine is public if you want to poke at it on your own chart:
tiagosiebler.github.io/vestr…
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What are the chances this crypto portfolio is reproducible after a few weeks OOS? Sharpe of almost 5 😂😂😂 short/long multi symbol, 1x leverage
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Getting started with HyperLiquid's REST APIs and WebSockets in JavaScript & Node.js:
siebly.hashnode.dev/hyperliq…
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Tiago retweeted
With just under 2 months left in 2026, our crypto API JavaScript SDKs have reached 4.87 million lifetime downloads (4,866,802 to be exact)!
Incredible to see the impact on our community building with them. Time to update that number on siebly.io 😅
Next on remote code execution bingo is.... MS paint!
cve.org/CVERecord?id=CVE-202…
What a time to be alive
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Tiago retweeted
With the recent wave of vulnerability disclosures, it’s a good time to take a closer look at your own code.
Turn your coding agent into a team of security auditors with the open-source skill that seeded Cloudflare’s vulnerability discovery harness.
The 6 phase approach:
1. Map the codebase
2. Hunt for vulnerabilities
3. Challenge each candidate
4. Record the findings
5. Verify the findings
6. Report what’s confirmed, rejected, or still needs validation
Start your hunt here:
github.com/cloudflare/securi…
Same C09862 parent, two ETH 4h nets.
The +2723% archive pairing is -3.94% since 7 Aug (13 trades, 9.05% max DD).
The quieter +412% sibling is +1.26% over the same stretch (6 trades, 1.99% max DD).
Tearsheet only:
tiagosiebler.github.io/vestr…
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Tiago retweeted
If you're going to read only one article today, this is it. Attacks are only getting more sophisticated. Read through the chain of incidents, learn from them, stay safe out there.
October in the Vestros archive was an ETH month: 11 of 25 ETH systems closed it green vs 3 of 39 HYPE 15m.
Top spot, ETH 1d RC1208001: +20.34% in October
Since 1 Jan: +47.62% TWR, +40.35% cost-stressed, 21.48% max DD
Retrospective pick, tearsheet only:
tiagosiebler.github.io/vestr…
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Tiago retweeted
New release: @siebly/hyperliquid-api v1.0.0 for Node.js and TypeScript. One RestClient for the @HyperliquidX REST APIs, a promise-driven WebsocketAPIClient, typed requests and responses, and WebSockets that reconnect and resubscribe automatically.
github.com/sieblyio/hyperliq…
Tiago retweeted
Introducing our very own JavaScript & Node.js SDK for Hyperliquid’s REST APIs and WebSockets, with TypeScript support and the same familiar architecture as our other Siebly SDKs!
Check it out on GitHub: github.com/sieblyio/hyperliq…
We’ve included convenient wrapper methods for common workflows: market orders, limit orders, closing positions, checking balances, and more. There’s also a WebSocket API client for sending orders and other commands using the same methods as the REST client.
To get started, check out our tutorial with examples of the key workflows: siebly.io/sdk/hyperliquid/ja…
Building a trading bot, dashboard, or another Hyperliquid integration? Give it a try and let us know how you get on. Feature requests, feedback, and issues are all welcome. We’d love to see what you build.
Enjoy!
It's been running live for almost a month now (albeit on trading via API on @Bybit_Official's demo trading environment), the C00166 x C00574 system:
tiagosiebler.github.io/vestr…
Despite a rough October so far, not bad...not bad at all. A little over 10% gain since the 8th of October, with another ~2.3% pending on an open short. Demo trading isn't perfect, slippage might still have an impact in real markets, but this is a walk forward with (execution & funding) fees. 1x leverage.
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The logic & parameters behind this system might be private, but there are plenty of public systems in the archive (10!). Public systems include both Pine Script (for you @tradingview addicts) as well as the raw logic you can implement yourself:
tiagosiebler.github.io/vestr…
Tip: choose "Visibilty: Public" above the table. 3 of the public ETHUSDT systems have around ~10% ROI this month, such as this one:
tiagosiebler.github.io/vestr…
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Tiago retweeted
Cloudflare has deployed default web application firewall (WAF) protections for newly disclosed PHP vulnerabilities before public disclosure. The rules use request and response signals to stop exploit attempts and prevent exposed data from reaching attackers. cfl.re/488w8dc
