Initial commit: fx_quant_engine and options_quant_engine scaffold

2026-08-04 06:17:43 +00:00 · 2026-03-30 17:20:45 +05:30
commit bfd32becc7
114 changed files with 4974 additions and 0 deletions
@@ -0,0 +1,22 @@
+directional:
+  model_weights:
+    trend: 0.35
+    momentum: 0.25
+    mean_reversion: 0.15
+    carry: 0.10
+    macro: 0.15
+
+relative_value:
+  lookback: 60
+  spread_zscore_threshold: 1.0
+  model_weights:
+    spread: 0.5
+    momentum_diff: 0.3
+    carry_diff: 0.2
+
+confidence:
+  agreement_weight: 0.25
+  regime_stability_weight: 0.20
+  data_quality_weight: 0.20
+  volatility_penalty_weight: 0.20
+  event_penalty_weight: 0.15