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Initial commit: fx_quant_engine and options_quant_engine scaffold

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Pramit Dutta
2026-03-30 17:20:45 +05:30
commit bfd32becc7
114 changed files with 4974 additions and 0 deletions
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options_quant_engine/config/regimes.yaml
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trend:
slope_threshold: 0.0005
mr_band: 0.003
volatility:
low_quantile: 0.3
high_quantile: 0.7
stress_quantile: 0.9
dollar:
neutral_band: 0.2
risk:
stress_vol_threshold: 0.75
risk_off_equity_threshold: -0.01