Initial commit: fx_quant_engine and options_quant_engine scaffold

options_quant_engine/config/features.yaml

@@ -0,0 +1,28 @@
+features:
+  returns: true
+  moving_averages: true
+  breakouts: true
+  trend_strength: true
+  momentum_multi_horizon: true
+  momentum_persistence: true
+  momentum_acceleration: true
+  mean_reversion_zscore: true
+  bollinger_position: true
+  realized_vol: true
+  atr_proxy: true
+  vol_regime_proxy: true
+  carry_proxy: true
+  usd_strength_score: true
+  risk_on_off_proxy: true
+  inr_crude_proxy: true
+  em_stress_proxy: true
+  inr_vol_clustering: true
+  rbi_intervention_proxy: true
+  cross_asset_bond_proxy: true
+  cross_asset_commodity_proxy: true
+  cross_asset_equity_proxy: true
+
+windows:
+  short: 5
+  medium: 20
+  long: 60