APEX — Currency Strength Engine (QuantCore FX)

Desktop-based Currency Strength Engine implementing institutional-quality statistical arbitrage (StatArb) for the forex market across 8 major currencies and 56 directional pairs.

Architecture

Full documentation: project_structure_and_resume.md

Layers

• Layer 1 (Fundamental) — Interest rates (FRED), CPI, PMI → currency scores 0–100
• Layer 2 (Technical) — Bar-anchored Z-scores (288 M5 bars = 24h) across all 28 pairs → S.A.T.O.R.I. currency strength matrix

Quick Start

pip install -r requirements.txt
cp .env.example .env  # add your FRED_API_KEY
python main.py

Warning: This system generates trading signals for educational/paper-trading use. Live execution (Phase 4) defaults to disabled. See rebuild plan for details.