Contributor
As 24/7 markets for traditional assets continue to grow on Hyperliquid, one key question emerges: do weekend prices actually reflect real information, or are they just noise? In this piece, Matteo dives deep into high-frequency data across commodities, equities, and indices to assess the quality of price discovery on HIP-3 markets. The results are striking with near-perfect directional accuracy and minimal deviation from traditional market opens, even during periods of extreme volatility.
