mirror of
https://github.com/Sabermrddz/QuantCore-FX.git
synced 2026-08-16 20:28:05 +00:00
layer one v4
This commit is contained in:
@@ -0,0 +1,20 @@
|
||||
# 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`](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
|
||||
```bash
|
||||
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.
|
||||
Reference in New Issue
Block a user