The system on the other side of your trade was built by a quant desk.
It expresses every trade as code. It runs whether or not anyone is awake. Its risk is enforced by dedicated systems, not willpower.
Most retail traders though just have a chart and an opinion.
@Senpi_ai closes that gap by arming every Hyperliquid trader with Cursor for Trading — a complete AI harness that codes hedge-fund-rivaling strategies in minutes and executes them with precision and risk
management.
Roll your own: describe it in plain English and your agent writes the package, validates it against live market data, and ships it. Or jump ahead and fork a template.
5 new templates today, built from the top user prompts — bringing the catalog to 107.
Each is a complete runtime, not a signal feed: its own scan cadence, maker-first entry, a profit ladder that only ever ratchets up — it will never trail you into a loss, that's what the stop is for — and portfolio guard rails on top: daily loss limit, consecutive-loss brake, drawdown halt.
swift — fee-aware scalper. Won't take a trade unless the expected move clears the round trip.
oryx — intraday breakout across stocks, metals and commodities. 24/7.
puffer — volatility squeeze. Measures compression against the asset's own baseline, not a fixed threshold.
weaver — range harvester. Fades the edges, and stands down when a trend-efficiency test says the range is actually breaking.
pilotfish — smart-money accumulation. Follows proven wallets while they're still building — dollar-weighted, and discounted when the sample behind the read is thin.
All open source MIT license. Fork one, or ask for something that doesn't exist yet.
Writing trading strategies used to take a quant desk.
Now you just ask.