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Jing-Qiu Ding

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Preprint Nov 2026

Beyond Anonymous Order Flow: Wallet Identity as a Feature for Short-Horizon Return Prediction

Conventional public order-book data summarize trading without identifying the accounts behind it. Hyperliquid's Level-4 record also exposes persistent pseudonymous wallet addresses. We reconstruct full-depth books from consensus-ordered messages and evaluate wallet identity as a feature for short-horizon return predict...

Jing-Qiu Ding, Dao-Jing Zhai · 0 citations

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