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# fx-arb-dashboard
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# FX Arbitrage Dashboard
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A Streamlit-based dashboard for monitoring covered interest parity (CIP) deviations and simulating P&L for FX arbitrage strategies in real time.
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## 🚀 Features
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- **Live Spot & Forward Rates**: Fetches spot prices from OANDA and simulates forward rates via manual offsets or demo swap-points.
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- **Deviation Analysis**: Calculates deviation in basis points between observed and theoretical (CIP) forward rates.
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- **Historical Charts**:
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- Deviation history (last 50 refresh bars)
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- Observed forward history (last 50 refresh bars)
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- **Risk Metrics**:
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- P&L distribution histograms for each tenor
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- Equity curve showing cumulative P&L over the dashboard session
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- **Summary Metrics**: Total PnL, Win Rate, Max Drawdown, and Current Deviation at a glance.
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- **Alerts**: Sends Slack notifications on arbitrage signals exceeding configured thresholds.
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- **Auto-Refresh**: Dashboard refreshes data every 5 seconds.
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## 📁 Repo Structure
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fx-arb-dashboard/
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├── app.py # Main Streamlit dashboard
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├── cip.py # CIP calculation helpers
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├── optimize.py # Parameter sweep backtest script
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├── backtest.py # Historical backtest using swap-points
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├── requirements.txt # Python dependencies
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└── .streamlit/
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└── config.toml # Optional Streamlit config (no secrets)
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