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saber
21 lines
876 B
Markdown
21 lines
876 B
Markdown
# APEX — Currency Strength Engine (QuantCore FX)
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Desktop-based **Currency Strength Engine** implementing institutional-quality **statistical arbitrage (StatArb)** for the forex market across 8 major currencies and 56 directional pairs.
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## Architecture
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Full documentation: [`project_structure_and_resume.md`](project_structure_and_resume.md)
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### Layers
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- **Layer 1 (Fundamental)** — Interest rates (FRED), CPI, PMI → currency scores 0–100
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- **Layer 2 (Technical)** — Bar-anchored Z-scores (288 M5 bars = 24h) across all 28 pairs → S.A.T.O.R.I. currency strength matrix
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### Quick Start
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```bash
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pip install -r requirements.txt
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cp .env.example .env # add your FRED_API_KEY
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python main.py
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```
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> **Warning:** This system generates trading signals for educational/paper-trading use. Live execution (Phase 4) defaults to **disabled**. See rebuild plan for details.
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