From a5a7f0b6c77b7bc727b8fdf72e2f29d55c1747f4 Mon Sep 17 00:00:00 2001 From: Immanuel Edunsin Date: Wed, 23 Jul 2025 16:36:52 +0100 Subject: [PATCH] Update README.md --- README.md | 29 ++++++++++++++++++++++++++++- 1 file changed, 28 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index ae3b50f..e140729 100644 --- a/README.md +++ b/README.md @@ -1 +1,28 @@ -# fx-arb-dashboard +# FX Arbitrage Dashboard + +A Streamlit-based dashboard for monitoring covered interest parity (CIP) deviations and simulating P&L for FX arbitrage strategies in real time. + +## 🚀 Features + +- **Live Spot & Forward Rates**: Fetches spot prices from OANDA and simulates forward rates via manual offsets or demo swap-points. +- **Deviation Analysis**: Calculates deviation in basis points between observed and theoretical (CIP) forward rates. +- **Historical Charts**: + - Deviation history (last 50 refresh bars) + - Observed forward history (last 50 refresh bars) +- **Risk Metrics**: + - P&L distribution histograms for each tenor + - Equity curve showing cumulative P&L over the dashboard session +- **Summary Metrics**: Total PnL, Win Rate, Max Drawdown, and Current Deviation at a glance. +- **Alerts**: Sends Slack notifications on arbitrage signals exceeding configured thresholds. +- **Auto-Refresh**: Dashboard refreshes data every 5 seconds. + +## 📁 Repo Structure + +fx-arb-dashboard/ +├── app.py # Main Streamlit dashboard +├── cip.py # CIP calculation helpers +├── optimize.py # Parameter sweep backtest script +├── backtest.py # Historical backtest using swap-points +├── requirements.txt # Python dependencies +└── .streamlit/ +└── config.toml # Optional Streamlit config (no secrets)